A smoothing Newton method for solving a class of stochastic linear complementarity problems
From MaRDI portal
Publication:660767
DOI10.1016/j.nonrwa.2011.06.017zbMath1231.65113MaRDI QIDQ660767
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
convergence analysis; numerical results; smoothing Newton algorithm; stochastic linear complementarity problems
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
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