Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems (Q1665639)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems |
scientific article; zbMATH DE number 6926321
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems |
scientific article; zbMATH DE number 6926321 |
Statements
Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems (English)
0 references
27 August 2018
0 references
Summary: A new algorithm for nonsmooth box-constrained minimization is introduced. The method is a smoothing nonmonotone Barzilai-Borwein (BB) gradient method. All iterates generated by this method are feasible. We apply this method to stochastic linear complementarity problems. Numerical results show that our method is promising.
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.93715525
0 references
0.9338258
0 references
0.92858505
0 references
0.9178262
0 references
0.9163879
0 references
0.91485906
0 references
0.90904176
0 references
0.9049042
0 references
