Year: 2012
Journal of Computational Mathematics, Vol. 30 (2012), Iss. 2 : pp. 197–222
Abstract
In this paper, we consider a class of the stochastic linear complementarity problems (SLCPs) with finitely many elements. A feasible semismooth damped Gauss-Newton algorithm for the SLCP is proposed. The global and local quadratic convergence of the proposed algorithm are obtained under suitable conditions. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed algorithm.
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.1107-m3559
Journal of Computational Mathematics, Vol. 30 (2012), Iss. 2 : pp. 197–222
Published online: 2012-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 26
Keywords: Stochastic linear complementarity problems Gauss-Newton algorithm Convergence analysis Numerical results.
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Nonsmooth Levenberg-Marquardt Type Method for Solving a Class of Stochastic Linear Complementarity Problems with Finitely Many Elements
Liu, Zhimin
Du, Shouqiang
Wang, Ruiying
Algorithms, Vol. 9 (2016), Iss. 4 P.83
https://doi.org/10.3390/a9040083 [Citations: 0]