Solving equations via the trust region and its application to a class of stochastic linear complementarity problems

DOI10.1016/J.CAMWA.2011.01.033MaRDI QIDQ552359zbMATH OpenOpenAlexFDO

Authors Yakui Huang, Hongwei Liu, Xiangli Li

Publication date 21 July 2011

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2011.01.033

zbMATH Keywords

equationssemi-smoothstochastic linear complementaritytrust region method

Mathematics Subject Classification ID

Numerical methods for variational inequalities and related problems (65K15) Stochastic programming (90C15)

Recommendations

• Trust-region method for box-constrained semismooth equations and its applications to complementary problems
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
• A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints
• Trust region algorithm for a class of nonlinear complementarity problem

Cites work

• A feasible semismooth asymptotically Newton method for mixed complementarity problems
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• A penalized Fischer-Burmeister NCP-function
• A regularization Newton method for solving nonlinear complementarity problems
• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• An active set-type Newton method for constrained nonlinear systems
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• An interior-point affine-scaling trust-region method for semismooth equations with box constraints
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Feasible semismooth Newton method for a class of stochastic linear complementarity problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• New reformulations for stochastic nonlinear complementarity problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• Numerical Optimization
• On the Accurate Identification of Active Constraints
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• Robust solution of monotone stochastic linear complementarity problems
• Sample-path solution of stochastic variational inequalities
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Stochastic R₀ Matrix Linear Complementarity Problems

Cited in

(6)

• Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs
• A Barzilai-Borwein type method for stochastic linear complementarity problems
• Trust-region method for box-constrained semismooth equations and its applications to complementary problems
• Complementarity problems in structural engineering: an overview
• Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
• Corrigendum to ``Solving equations via the trust region and its application to a class of stochastic linear complementarity problems [Comput. Math. Appl. 61 (2011) 1646-1664]

This page was built for publication: Solving equations via the trust region and its application to a class of stochastic linear complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q552359)