Feasible semismooth Newton method for a class of stochastic linear complementarity problems

DOI10.1007/S10957-008-9406-2MaRDI QIDQ1014020zbMATH OpenOpenAlexFDO

Authors Guanglu Zhou, Louis Caccetta

Publication date 24 April 2009

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/20.500.11937/21687

zbMATH Keywords

constrained minimizationstochastic linear complementarity problemsfeasible semismooth Newton methods

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A feasible semismooth asymptotically Newton method for mixed complementarity problems
• A penalized Fischer-Burmeister NCP-function
• A special newton-type optimization method
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Feasible descent algorithms for mixed complementarity problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• New reformulations for stochastic nonlinear complementarity problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
• On NCP-functions
• Optimization and nonsmooth analysis
• Robust solution of monotone stochastic linear complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Strictly feasible equation-based methods for mixed complementarity problems

Cited in

(26)

• scientific article; zbMATH DE number 7266343 (Why is no real title available?)
• Stochastic tensor complementarity problem with discrete distribution
• Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
• An one step smoothing Newton method for a class of stochastic linear complementarity problems
• Properties of expected residual minimization model for a class of stochastic complementarity problems
• Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
• The distributionally robust complementarity problem
• Convergence results of a matrix splitting algorithm for solving weakly nonlinear complementarity problems
• Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
• A semismooth projected Newton method for solving stochastic linear complementarity problems
• A Barzilai-Borwein type method for stochastic linear complementarity problems
• Expected residual minimization formulation for stochastic absolute value equations
• A feasible semismooth asymptotically Newton method for mixed complementarity problems
• Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
• Solving equations via the trust region and its application to a class of stochastic linear complementarity problems
• Minimum mean-squared deviation method for stochastic complementarity problems
• Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
• Partial projected Newton method for a class of stochastic linear complementarity problems
• Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
• A Feasible Semismooth Gauss-Newton Method for Solving a Class of SLCPs
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
• A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
• A kind of stochastic eigenvalue complementarity problems

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