A semismooth projected Newton method for solving stochastic linear complementarity problems

DOI10.13413/J.CNKI.JDXBLXB.2015.01.06MaRDI QIDQ3193738zbMATH OpenFDO

Authors Xiao Wei, Lu Zhang

Publication date 28 October 2015

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2015.01.06

zbMATH Keywords

constrained minimization problemstochastic linear complementarity problemEV formulationsemismooth projected Newton method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)

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Cited in

(12)

• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• Stochastic approximation methods for the two-stage stochastic linear complementarity problem
• Stochastic tensor complementarity problem with discrete distribution
• Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
• Convergence of discrete approximation for differential linear stochastic complementarity systems
• A smoothing projected HS method for solving stochastic tensor complementarity problem
• Feasible semismooth Newton method for a class of stochastic linear complementarity problems
• A regularized semi-smooth Newton method with projection steps for composite convex programs
• Partial projected Newton method for a class of stochastic linear complementarity problems
• Feasible smoothing Newton method for a class of stochastic linear complementarity problems
• New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
• A kind of stochastic eigenvalue complementarity problems

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