A smoothing Newton method for solving a class of stochastic linear complementarity problems

DOI10.1016/j.nonrwa.2011.06.017zbMath1231.65113MaRDI QIDQ660767

Jia Tang, Chang-Feng Ma

Publication date: 5 February 2012

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.06.017

zbMATH Keywords

convergence analysis; numerical results; smoothing Newton algorithm; stochastic linear complementarity problems

Mathematics Subject Classification ID

90C15: Stochastic programming

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

65K15: Numerical methods for variational inequalities and related problems

Related Items

Stochastic regularized Newton methods for nonlinear equations, A Barzilai-Borwein type method for stochastic linear complementarity problems, A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques, Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization

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