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

MaRDI QIDQ3016619zbMATH OpenFDO

Authors Xiangli Li, Xiaojun Sun

Publication date 19 July 2011

zbMATH Keywords

smoothing approximation functionsmoothing Newton methodsstochastic linear complementarity problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(11)

• Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• A class of smoothing SAA methods for a stochastic linear complementarity problem
• scientific article; zbMATH DE number 7266343 (Why is no real title available?)
• Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
• An one step 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 smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
• Partial projected Newton method for a class of stochastic linear complementarity problems
• A smoothing Newton method for solving a class of stochastic linear complementarity problems

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