Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
type: Item
instance of: scholarly article
title: Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
zbMATH Open document ID: 1394.90448
DOI: 10.1155/2015/425351
published in: Mathematical Problems in Engineering
publication date: 2018-08-27T00:00:00Z
review text: Summary: A new algorithm for nonsmooth box-constrained minimization is introduced. The method is a smoothing nonmonotone Barzilai-Borwein (BB) gradient method. All iterates generated by this method are feasible. We apply this method to stochastic linear complementarity problems. Numerical results show that our method is promising.
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 6926321
Wikidata QID: Q59118537
author: Xiangli Li
describes a project that uses: STRSCNE
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2015/425351
OpenAlex ID: W1748919399
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description: scientific article; zbMATH DE number 6926321