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

DOI10.1016/j.amc.2011.04.060zbMath1232.65090MaRDI QIDQ555370

Yakui Huang, Hong-Wei Liu, Xiang-Li 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 results; constrained minimization; feasible semismooth Newton method; global and quadratic convergence; stochastic linear complementarity problems

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C53: Methods of quasi-Newton type

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

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Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems, Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations, A Barzilai-Borwein type method for stochastic linear complementarity problems, General fixed-point method for solving the linear complementarity problem, Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization

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