Partial projected Newton method for a class of stochastic linear complementarity problems

DOI10.1007/s11075-011-9472-7zbMath1232.65091MaRDI QIDQ652329

Yakui Huang, Xiang-Li Li, Hong-Wei Liu

Publication date: 14 December 2011

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-011-9472-7

zbMATH Keywords

algorithm; numerical results; linear complementarity problems; Fischer-Burmeister function; conjugate directions; global and quadratic convergence; stochastic linear complementarity problems; partial projected Newton method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C15: Stochastic programming

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, A Barzilai-Borwein type method for stochastic linear complementarity problems, Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization

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