Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
image restorationnonsmooth nonconvex constrained optimizationnumerical experimentssmooth projected gradient methodstochastic linear complementarity problem
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)
- A semismooth projected Newton method for solving stochastic linear complementarity problems
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
- A smoothing Newton method for solving a class of stochastic linear complementarity problems
- A class of smoothing SAA methods for a stochastic linear complementarity problem
- Feasible smoothing Newton method for a class of stochastic linear complementarity problems
- A Stochastic Smoothing Algorithm for Semidefinite Programming
- scientific article; zbMATH DE number 6263638
- Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
- A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
- Stochastic projection gradient algorithm for stochastic variational inequalities
- A smoothing Levenberg-Marquardt method for nonlinear complementarity problems
- Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
- Stochastic variational inequalities: single-stage to multistage
- Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
- On set-valued complementarity problems
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
- General fixed-point method for solving the linear complementarity problem
- Stochastic R₀ matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- Stochastic structured tensors to stochastic complementarity problems
- A smooth penalty-based sample average approximation method for stochastic complementarity problems
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- Properties of expected residual minimization model for a class of stochastic complementarity problems
- Stochastic R₀ tensors to stochastic tensor complementarity problems
- A sample average approximation method based on a D-gap function for stochastic variational inequality problems
- On solving simple bilevel programs with a nonconvex lower level program
- A smoothing proximal gradient algorithm with extrapolation for the relaxation of \({\ell_0}\) regularization problem
- Stochastic absolute value equations
- Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- A Stochastic Smoothing Algorithm for Semidefinite Programming
- Convergence results of a matrix splitting algorithm for solving weakly nonlinear complementarity problems
- Bilevel direct search method for leader-follower problems and application in health insurance
- A class of smoothing SAA methods for a stochastic linear complementarity problem
- Evolution differential inclusion with projection for solving constrained nonsmooth convex optimization in Hilbert space
- Minimal zero norm solutions of linear complementarity problems
- A new approximation of the matrix rank function and its application to matrix rank minimization
- A Barzilai-Borwein type method for stochastic linear complementarity problems
- Smoothing quadratic regularization method for hemivariational inequalities
- A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
- scientific article; zbMATH DE number 6263638 (Why is no real title available?)
- Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- Minimum mean-squared deviation method for stochastic complementarity problems
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
- Learnable descent algorithm for nonsmooth nonconvex image reconstruction
- A smoothing projected HS method for solving stochastic tensor complementarity problem
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
- Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability
- Smoothing fast proximal gradient algorithm for the relaxation of matrix rank regularization problem
- A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
- Partial projected Newton method for a class of stochastic linear complementarity problems
- Projected fixed point iterative method for large and sparse horizontal linear complementarity problem
- Nonnegative iterative reweighted method for sparse linear complementarity problem
- Expected residual minimization formulation for stochastic absolute value equations
- On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
- Projected Barzilai-Borwein method for discrete stochastic absolute value equations
- On multistage pseudomonotone stochastic variational inequalities
- Smoothing methods for nonsmooth, nonconvex minimization
- A unified mini-batch stochastic accelerated method for nonconvex stochastic programming
- Expected value method for a class of stochastic linear circular cone complementarity problems
- Adversarial destabilization attacks to direct data-driven control
- A smoothing augmented Lagrangian method for solving simple bilevel programs
- Computation of generalized differentials in nonlinear complementarity problems
- Two-stage stochastic variational inequality arising from stochastic programming
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