Name
Title | ||
|---|---|---|
Feasible smooth method based on Barzilai–Borwein method for stochastic linear complementarity problem |
Abstract | ||
|---|---|---|
In this paper, we propose a feasible smooth method based on Barzilai–Borwein (BB) for stochastic linear complementarity problem. It is based on the expected residual minimization (ERM) formulation for the stochastic linear complementarity problem. Numerical experiments show that the method is efficient. |
Year | DOI | Venue |
|---|---|---|
2011 | https://doi.org/10.1007/s11075-010-9424-7 | Numerical Algorithms |
Keywords | Field | DocType |
Stochastic linear complementarity problem,ERM,Feasible smooth method | Residual,Mathematical optimization,Complementarity theory,Minification,Mixed complementarity problem,Linear complementarity problem,Mathematics | Journal |
Volume | Issue | ISSN |
57 | 2 | 1017-1398 |
Citations | PageRank | References |
1 | 0.37 | 13 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xiangli Li | 1 | 24 | 5.55 |
| Hongwei Liu | 2 | 78 | 12.29 |
| Xiaojun Sun | 3 | 1 | 0.37 |