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