Name
Abstract | ||
|---|---|---|
We consider the expected residual minimization (ERM) formulation of stochastic linear complementarity problem (SLCP). By employing the Barzilai–Borwein (BB) stepsize and active set strategy, we present a BB type method for solving the ERM problem. The global convergence of the proposed method is proved under mild conditions. Preliminary numerical results show that the method is promising. |
Year | DOI | Venue |
|---|---|---|
2014 | https://doi.org/10.1007/s11075-013-9803-y | Numerical Algorithms |
Keywords | Field | DocType |
Stochastic linear complementarity problem,Barzilai–Borwein type method,90C30,90C33 | Convergence (routing),Complementarity (molecular biology),Residual,Mathematical optimization,Mathematical analysis,Active set strategy,Complementarity theory,Minification,Mixed complementarity problem,Linear complementarity problem,Mathematics | Journal |
Volume | Issue | ISSN |
67 | 3 | 1017-1398 |
Citations | PageRank | References |
7 | 0.44 | 12 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yakui Huang | 1 | 30 | 4.96 |
| Hongwei Liu | 2 | 78 | 12.29 |
| Sha Zhou | 3 | 7 | 0.44 |