A Feasible Semismooth Gauss-Newton Method for Solving a Class of SLCPs

DOI10.4208/JCM.1107-M3559MaRDI QIDQ4900532zbMATH OpenOpenAlexFDO

Authors Changfeng Ma

Publication date 24 January 2013

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jcm.1107-m3559

zbMATH Keywords

convergence analysisGauss-Newton algorithmstochastic linear complementarity problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(4)

• Feasible semismooth Newton method for a class of stochastic linear complementarity problems
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• A smoothing Gauss-Newton method for the generalized HLCP
• A smoothing Newton method for solving a class of stochastic linear complementarity problems

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