New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems

DOI10.1016/J.AMC.2011.04.060MaRDI QIDQ555370zbMATH OpenOpenAlexFDO

Authors Yakui Huang, Hongwei Liu, Xiangli Li

Publication date 22 July 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.04.060

zbMATH Keywords

numerical resultsconstrained minimizationfeasible semismooth Newton methodglobal and quadratic convergencestochastic linear complementarity problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• A feasible semismooth asymptotically Newton method for mixed complementarity problems
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• A nonsmooth version of Newton's method
• A penalized Fischer-Burmeister NCP-function
• A regularization Newton method for solving nonlinear complementarity problems
• A special newton-type optimization method
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Engineering and Economic Applications of Complementarity Problems
• 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
• New improved error bounds for the linear complementarity problem
• New reformulations for stochastic nonlinear complementarity problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• 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 $R_0$ Matrix Linear Complementarity Problems
• Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey
• The SC^1 1property of an expected residual function arising from stochastic complementarity problems

Cited in

(15)

• General fixed-point method for solving the linear complementarity problem
• Projected fixed point iterative method for large and sparse horizontal linear complementarity problem
• Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
• An one step smoothing Newton method for a class of stochastic linear complementarity problems
• New reformulations for stochastic nonlinear complementarity problems
• A semismooth projected Newton method for solving stochastic linear complementarity problems
• Feasible semismooth Newton method for a class of stochastic linear complementarity problems
• A Barzilai-Borwein type method for stochastic linear complementarity problems
• A projected Barzilai-Borwein method for a class of stochastic linear complementarity problems
• Minimum mean-squared deviation method for stochastic complementarity problems
• Partial projected Newton method for a class of stochastic linear complementarity problems
• Feasible smoothing Newton method for a class of stochastic linear complementarity problems
• Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• Unconstrained optimization reformulation of stochastic linear complementary problems

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