Partial projected Newton method for a class of stochastic linear complementarity problems
DOI10.1007/S11075-011-9472-7zbMATH Open1232.65091OpenAlexW2013230381MaRDI QIDQ652329FDOQ652329
Authors: Yakui Huang, Hongwei Liu, Xiangli Li 
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
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- scientific article; zbMATH DE number 7266343
- Stochastic approximation methods for the two-stage stochastic linear complementarity problem
numerical resultsalgorithmlinear complementarity problemsFischer-Burmeister functionconjugate directionsglobal and quadratic convergencestochastic linear complementarity problemspartial projected Newton method
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- A nonsmooth version of Newton's method
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- Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
- A special newton-type optimization method
- A truncated Newton method with non-monotone line search for unconstrained optimization
- Feasible semismooth Newton method for a class of stochastic linear complementarity problems
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- New reformulations for stochastic nonlinear complementarity problems
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- Robust solution of monotone stochastic linear complementarity problems
- A feasible semismooth asymptotically Newton method for mixed complementarity problems
- A penalized Fischer-Burmeister NCP-function
- A truncated Newton method for the solution of large-scale inequality constrained minimization problems
Cited In (13)
- Stochastic approximation methods for the two-stage stochastic linear complementarity problem
- 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
- Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- A semismooth projected Newton method for solving stochastic linear complementarity problems
- Expected residual minimization formulation for stochastic absolute value equations
- A Barzilai-Borwein type method for stochastic linear complementarity problems
- A projected Barzilai-Borwein method for a class of stochastic linear complementarity problems
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
- A kind of stochastic eigenvalue complementarity problems
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