A Barzilai-Borwein type method for stochastic linear complementarity problems (Q483273): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11075-013-9803-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2038308486 / rank | |||
Normal rank | |||
Revision as of 19:33, 19 March 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
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
