Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems (Q1665639): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems |
scientific article |
Statements
Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems (English)
0 references
27 August 2018
0 references
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.
0 references
