A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem

DOI10.1016/J.AMC.2010.10.049zbMATH Open1217.65114OpenAlexW1976860549MaRDI QIDQ620991FDOQ620991

Authors: Yajun Xie, Changfeng Ma 

Publication date: 2 February 2011

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

Full work available at URL: https://doi.org/10.1016/j.amc.2010.10.049

Recommendations

• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• A smoothing Levenberg-Marquardt method for the extended linear complementarity problem
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• A smoothing Levenberg-Marquardt method for nonlinear complementarity problems
• A class of smoothing SAA methods for a stochastic linear complementarity problem
• scientific article; zbMATH DE number 6263638
• Feasible smoothing Newton method for a class of stochastic linear complementarity problems
• A smoothing Levenberg-Marquardt algorithm for semi-infinite programming
• A Stochastic Smoothing Algorithm for Semidefinite Programming
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems

zbMATH Keywords

convergencenumerical resultsstochastic linear complementarity problemssmoothing Levenberg-Marquardt algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Engineering and Economic Applications of Complementarity Problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• Jacobian Smoothing Methods for Nonlinear Complementarity Problems
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• The \(SC^1\) 1property of an expected residual function arising from stochastic complementarity problems
• Feasible semismooth Newton method for a class of stochastic linear complementarity problems
• Solving stochastic complementarity problems in energy market modeling using scenario reduction
• Sample-path solution of stochastic variational inequalities
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
• Robust solution of monotone stochastic linear complementarity problems
• A feasible semismooth asymptotically Newton method for mixed complementarity problems
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-Functions
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• Expected residual minimization method for stochastic variational inequality problems
• Convergence results of the ERM method for nonlinear stochastic variational inequality problems
• Smooth Approximations to Nonlinear Complementarity Problems
• Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method

Cited In (16)

• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• A smoothing Levenberg-Marquardt method for the extended linear complementarity problem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Neural network approaches based on new NCP-functions for solving tensor complementarity problem
• A class of smoothing SAA methods for a stochastic linear complementarity problem
• A smoothing Levenberg-Marquardt method for nonlinear complementarity problems
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• On the optimality of uniform velocity-deceleration separation scheme for tethered satellite systems
• A Barzilai-Borwein type method for stochastic linear complementarity problems
• Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
• Solving equations via the trust region and its application to a class of stochastic linear complementarity problems
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques
• Title not available (Why is that?)

This page was built for publication: A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q620991)