Stochastic tensor complementarity problem with discrete distribution

DOI10.1007/S10957-021-01997-7zbMATH Open1485.15033OpenAlexW4210568647MaRDI QIDQ2116609FDOQ2116609

Authors: Liyuan Cui, Shouqiang Du, Yuanyuan Chen, Yimin Wei 

Publication date: 18 March 2022

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-021-01997-7

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zbMATH Keywords

convergencesemismooth Newton methodBarzilai-Borwein stepsizestochastic tensor complementarity problem

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Random matrices (algebraic aspects) (15B52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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Cited In (7)

• An effective smoothing Newton projection algorithm for finding sparse solutions to NP-hard tensor complementarity problems
• A smoothing projected HS method for solving stochastic tensor complementarity problem
• Stochastic \(R_0\) tensors to stochastic tensor complementarity problems
• Randomized Kaczmarz methods for tensor complementarity problems
• CVaR stochastic programming model for monotone stochastic tensor complementarity problem by using its penalized sample average approximation algorithm
• New error bounds for the tensor complementarity problem
• Stochastic absolute value equations

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