Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems (Q2790891)

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scientific article; zbMATH DE number 6551994
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    Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
    scientific article; zbMATH DE number 6551994

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      Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems (English)
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      8 March 2016
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      stochastic linear complementarity problems
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      sample average approximation
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      variable sample size
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      nonsmooth systems
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      nonmonotone line search
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