Name
Title | ||
|---|---|---|
New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems |
Abstract | ||
|---|---|---|
A class of stochastic linear complementarity problems (SLCPs) with finitely many realizations is considered. We first formulate the problem as a new constrained minimization problem. Then, we propose a feasible semismooth Newton method which yields a stationary point of the constrained minimization problem. We study the condition for the level set of the objective function to be bounded. As a result, the condition for the solution set of the constrained minimization problem is obtained. The global and quadratic convergence of the proposed method is proved under certain assumptions. Preliminary numerical results show that this method yields a reasonable solution with high safety and within a small number of iterations. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1016/j.amc.2011.04.060 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Stochastic linear complementarity problems,Feasible semismooth Newton method,Constrained minimization | Convergence (routing),Mathematical optimization,Mathematical analysis,Complementarity theory,Stationary point,Rate of convergence,Solution set,Numerical analysis,Mathematics,Newton's method,Bounded function | Journal |
Volume | Issue | ISSN |
217 | 23 | 0096-3003 |
Citations | PageRank | References |
2 | 0.40 | 11 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hongwei Liu | 1 | 78 | 12.29 |
| Yakui Huang | 2 | 30 | 4.96 |
| Xiangli Li | 3 | 24 | 5.55 |