Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
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Publication:1665639
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Cites work
- A feasible semismooth asymptotically Newton method for mixed complementarity problems
- A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
- A penalized Fischer-Burmeister NCP-function
- A regularization Newton method for solving nonlinear complementarity problems
- Active-set projected trust-region algorithm for box-constrained nonsmooth equations
- An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
- An affine scaling trust-region approach to bound-constrained nonlinear systems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Feasible semismooth Newton method for a class of stochastic linear 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
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- Projected gradient methods for linearly constrained problems
- Robust solution of monotone stochastic linear complementarity problems
- Sample-path solution of stochastic variational inequalities
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Solution of monotone complementarity problems with locally Lipschitzian functions
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
- The sample average approximation method for stochastic discrete optimization
Cited in
(6)- Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
- The Barzilai and Borwein gradient method with nonmonotone line search for nonsmooth convex optimization problems
- Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
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