Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
DOI10.1080/02331934.2015.1062008zbMATH Open1332.90304OpenAlexW2231908178MaRDI QIDQ2790891FDOQ2790891
Authors: Nataša Krejić, Nataša Krklec Jerinkić, Sanja Rapajić 
Publication date: 8 March 2016
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2015.1062008
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Cites Work
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Two-Point Step Size Gradient Methods
- A class of smoothing functions for nonlinear and mixed complementarity problems
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- Jacobian Smoothing Methods for Nonlinear Complementarity Problems
- An affine-scaling interior-point CBB method for box-constrained optimization
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Robust solution of monotone stochastic linear complementarity problems
- Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
- Globally convergent Jacobian smoothing inexact Newton methods for NCP
- Nonmonotone line search methods with variable sample size
- Line search methods with variable sample size for unconstrained optimization
Cited In (5)
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
- Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- A Barzilai-Borwein type method for stochastic linear complementarity problems
- Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
- Accelerated augmented Lagrangian method for total variation minimization
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