A Barzilai-Borwein type method for stochastic linear complementarity problems (Q483273): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s11075-013-9803-y / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1007/S11075-013-9803-Y / rank
 
Normal rank

Latest revision as of 18:55, 9 December 2024

scientific article
Language Label Description Also known as
English
A Barzilai-Borwein type method for stochastic linear complementarity problems
scientific article

    Statements

    A Barzilai-Borwein type method for stochastic linear complementarity problems (English)
    0 references
    0 references
    0 references
    0 references
    16 December 2014
    0 references
    The authors consider the expected residual minimization (ERM) formulation of the stochastic linear complementarity problem. They present a new Barzilai-Borwein type algorithm to find a solution of the smooth ERM formulation of the problem, which has been proposed in previous works. Using stationary point formalism, the authors prove the convergence of the algorithm. Some numerical results are included which show an efficiency of the new method in comparison with the known smooth projected gradient method.
    0 references
    stochastic linear complementarity problem
    0 references
    expected residual minimization formulation
    0 references
    Barzilai-Borwein type method
    0 references
    global converegence
    0 references

    Identifiers