Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems

DOI10.1155/2015/425351zbMath1394.90448OpenAlexW1748919399WikidataQ59118537 ScholiaQ59118537MaRDI QIDQ1665639

Xiang-Li Li

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/425351

Mathematics Subject Classification ID

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

Uses Software

• STRSCNE

Cites Work

• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• Robust solution of monotone stochastic linear complementarity problems
• Feasible semismooth Newton method for a class of stochastic linear complementarity problems
• Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• A feasible semismooth asymptotically Newton method for mixed complementarity problems
• Sample-path solution of stochastic variational inequalities
• A penalized Fischer-Burmeister NCP-function
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• A regularization Newton method for solving nonlinear complementarity problems
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• The Sample Average Approximation Method for Stochastic Discrete Optimization
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• Projected gradient methods for linearly constrained problems
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• New reformulations for stochastic nonlinear complementarity problems

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