A class of smoothing SAA methods for a stochastic linear complementarity problem

DOI10.3934/NACO.2012.2.145zbMATH Open1273.90219OpenAlexW2074468815MaRDI QIDQ449549FDOQ449549

Authors: Yue Wu, Jie Zhang, Liwei Zhang 

Publication date: 30 August 2012

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.145

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zbMATH Keywords

smoothing SAA methodstochastic linear complementarity problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• A Stochastic Smoothing Algorithm for Semidefinite Programming
• Stochastic approximation methods for the two-stage stochastic linear complementarity problem
• Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
• Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
• Sample average approximation method for stochastic complementarity problems with applications to supply chain supernetworks
• Convergence of discrete approximation for differential linear stochastic complementarity systems
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• A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
• Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
• Penalty-based SAA method of stochastic nonlinear complementarity problems
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
• Feasible smoothing Newton method for a class of stochastic linear complementarity problems
• A smoothing SAA method for a special case of stochastic generalized vertical linear complementary problem
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
• A smooth penalty-based sample average approximation method for stochastic complementarity problems
• A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem

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