Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems (Q1665639): Difference between revisions
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Revision as of 22:10, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems |
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Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems (English)
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27 August 2018
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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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