scientific article; zbMATH DE number 7266343

MaRDI QIDQ5129333zbMATH OpenFDO

Authors

Publication date 27 October 2020

zbMATH Keywords

expected value formulationnonmonotone line searchsmoothing Newton algorithmstochastic generalized complementarity problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(5)

• Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
• Partial projected Newton method for a class of stochastic linear complementarity problems
• A smoothing Newton method for solving a class of stochastic linear complementarity problems

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