Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems

DOI10.1080/02331934.2015.1062008MaRDI QIDQ2790891zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

sample average approximationnonmonotone line searchstochastic linear complementarity problemsvariable sample sizenonsmooth systems

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• A Barzilai-Borwein type method for stochastic linear complementarity problems
• A projected Barzilai-Borwein method for a class of stochastic linear complementarity problems
• Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
• Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
• Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
• Efficient sample sizes in stochastic nonlinear programming
• Stochastic approximation methods for the two-stage stochastic linear complementarity problem
• Variable sample size method for equality constrained optimization problems
• Variance reduction in sample approximations of stochastic programs
• A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints

Cites work

• A class of smoothing functions for nonlinear and mixed complementarity problems
• An affine-scaling interior-point CBB method for box-constrained optimization
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Globally convergent Jacobian smoothing inexact Newton methods for NCP
• Jacobian Smoothing Methods for Nonlinear Complementarity Problems
• Line search methods with variable sample size for unconstrained optimization
• Nonmonotone line search methods with variable sample size
• Robust solution of monotone stochastic linear complementarity problems
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Two-Point Step Size Gradient Methods

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

This page was built for publication: Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2790891)