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Journal of Optimization Theory and Applications

Volumn 139, Issue 2, 2008, Pages 379-392

Feasible semismooth Newton method for a class of stochastic linear complementarity problems

(2) Zhou, G L a Caccetta, L a

a CURTIN UNIVERSITY (Australia)

Author keywords

Constrained minimization; Feasible semismooth Newton methods; Stochastic linear complementarity problems

Indexed keywords

NEWTON-RAPHSON METHOD; PROBLEM SOLVING; STOCHASTIC SYSTEMS;

CONSTRAINED MINIMIZATION; CONSTRAINED MINIMIZATION PROBLEM; FEASIBLE SEMISMOOTH NEWTON METHOD; HIGH SAFETY; NUMERICAL RESULTS; SEMISMOOTH NEWTON METHOD; STOCHASTIC LINEAR COMPLEMENTARITY PROBLEM;

CONSTRAINED OPTIMIZATION;

EID: 54049142908 PISSN: 00223239 EISSN: 15732878 Source Type: Journal
DOI: 10.1007/s10957-008-9406-2 Document Type: Article

Times cited : (30)

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