A Barzilai-Borwein type method for stochastic linear complementarity problems

DOI10.1007/s11075-013-9803-yzbMath1327.90312MaRDI QIDQ483273

Sha Zhou, Yakui Huang, Hong-Wei Liu

Publication date: 16 December 2014

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-013-9803-y

zbMATH Keywords

stochastic linear complementarity problem; Barzilai-Borwein type method; expected residual minimization formulation; global converegence

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

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