Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems (Q1665639): Difference between revisions

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.

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Mathematics Subject Classification ID

90C15

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describes a project that uses

STRSCNE

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1155/2015/425351

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OpenAlex ID

W1748919399

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cites work

An affine scaling trust-region approach to bound-constrained nonlinear systems

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Projected gradient methods for linearly constrained problems

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Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming

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An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints

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Active-set projected trust-region algorithm for box-constrained nonsmooth equations

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Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems

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Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization

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Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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A penalized Fischer-Burmeister NCP-function

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Solution of monotone complementarity problems with locally Lipschitzian functions

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A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems

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A regularization Newton method for solving nonlinear complementarity problems

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A feasible semismooth asymptotically Newton method for mixed complementarity problems

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Sample-path solution of stochastic variational inequalities

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Feasible semismooth Newton method for a class of stochastic linear complementarity problems

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Stochastic $R_0$ Matrix Linear Complementarity Problems

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New reformulations for stochastic nonlinear complementarity problems

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New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC

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Robust solution of monotone stochastic linear complementarity problems

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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Sitelinks

Mathematics(1 entry)

mardi Publication:1665639

@@ Property / describes a project that uses @@
+STRSCNE
@@ Property / describes a project that uses: STRSCNE / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1155/2015/425351
+Normal rank
@@ Property / OpenAlex ID @@
+W1748919399
@@ Property / OpenAlex ID: W1748919399 / rank @@
+Normal rank
@@ Property / cites work @@
+An affine scaling trust-region approach to bound-constrained nonlinear systems
+Normal rank
@@ Property / cites work @@
+Projected gradient methods for linearly constrained problems
+Normal rank
@@ Property / cites work @@
+Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
+Normal rank
@@ Property / cites work @@
+An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
+Normal rank
@@ Property / cites work @@
+Active-set projected trust-region algorithm for box-constrained nonsmooth equations
+Normal rank
@@ Property / cites work @@
+Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
+Normal rank
@@ Property / cites work @@
+Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+A penalized Fischer-Burmeister NCP-function
@@ Property / cites work: A penalized Fischer-Burmeister NCP-function / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Solution of monotone complementarity problems with locally Lipschitzian functions
+Normal rank
@@ Property / cites work @@
+A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
+Normal rank
@@ Property / cites work @@
+A regularization Newton method for solving nonlinear complementarity problems
+Normal rank
@@ Property / cites work @@
+A feasible semismooth asymptotically Newton method for mixed complementarity problems
+Normal rank
@@ Property / cites work @@
+Sample-path solution of stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Feasible semismooth Newton method for a class of stochastic linear complementarity problems
+Normal rank
@@ Property / cites work @@
+Stochastic $R_0$ Matrix Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+New reformulations for stochastic nonlinear complementarity problems
+Normal rank
@@ Property / cites work @@
+New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
+Normal rank
@@ Property / cites work @@
+Robust solution of monotone stochastic linear complementarity problems
+Normal rank
@@ Property / cites work @@
+The Sample Average Approximation Method for Stochastic Discrete Optimization
+Normal rank