New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
DOI10.1016/J.AMC.2011.04.060zbMATH Open1232.65090OpenAlexW2062950692MaRDI QIDQ555370FDOQ555370
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
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numerical resultsconstrained minimizationfeasible semismooth Newton methodglobal and quadratic convergencestochastic linear complementarity problems
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)
Cites Work
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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
- Minimum mean-squared deviation method for stochastic 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
- Feasible smoothing Newton method for a class of stochastic linear complementarity problems
- Partial projected 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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