A smoothing Newton method for solving a class of stochastic linear complementarity problems
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Publication:660767
DOI10.1016/J.NONRWA.2011.06.017zbMATH Open1231.65113OpenAlexW1997246610MaRDI QIDQ660767FDOQ660767
Authors: Jia Tang, Changfeng Ma 
Publication date: 5 February 2012
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.06.017
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- scientific article; zbMATH DE number 7266343
numerical resultsconvergence analysissmoothing Newton algorithmstochastic linear complementarity problems
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
Cites Work
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- Nonsmooth Equations: Motivation and Algorithms
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Cited In (21)
- A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
- Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
- A class of smoothing SAA methods for a stochastic linear complementarity problem
- Feasible semismooth Newton method for a class of stochastic linear complementarity problems
- 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
- Feasible smoothing Newton method for a class of stochastic linear complementarity problems
- Partial projected Newton method for a class of stochastic linear complementarity problems
- Stochastic regularized Newton methods for nonlinear equations
- Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
- New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
- A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
- A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques
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