Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
DOI10.1155/2015/425351zbMATH Open1394.90448OpenAlexW1748919399WikidataQ59118537 ScholiaQ59118537MaRDI QIDQ1665639FDOQ1665639
Authors: Xiangli 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
Recommendations
- Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
- The Barzilai and Borwein gradient method with nonmonotone line search for nonsmooth convex optimization problems
- scientific article; zbMATH DE number 7266343
- A Barzilai-Borwein type method for stochastic linear complementarity problems
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- A smoothing Newton method for solving a class of stochastic linear complementarity problems
- Feasible smoothing Newton method for a class of stochastic linear complementarity problems
- Smooth approximation of chance constrained stochastic nonlinear complementarity problems
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Projected gradient methods for linearly constrained problems
- The sample average approximation method for stochastic discrete optimization
- Solution of monotone complementarity problems with locally Lipschitzian functions
- A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
- Feasible semismooth Newton method for a class of stochastic linear complementarity problems
- Sample-path solution of stochastic variational inequalities
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear 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
- Robust solution of monotone stochastic linear complementarity problems
- Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
- A feasible semismooth asymptotically Newton method for mixed complementarity problems
- A penalized Fischer-Burmeister NCP-function
- An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
- A regularization Newton method for solving nonlinear complementarity problems
- Active-set projected trust-region algorithm for box-constrained nonsmooth equations
- An affine scaling trust-region approach to bound-constrained nonlinear systems
Cited In (6)
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
- 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 Barzilai-Borwein method for constrained non-Lipschitz optimization
Uses Software
This page was built for publication: Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1665639)
