A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem

Applied Mathematics and Computation

Volumn 217, Issue 9, 2011, Pages 4459-4472

  Xie, Yajun ^a   Ma, Changfeng ^a  

^a FUJIAN NORMAL UNIVERSITY   (China)

Author keywords

Convergence analysis; Numerical results; Smoothing Levenberg Marquardt algorithm; Stochastic linear complementarity problems

Indexed keywords

CONVERGENCE ANALYSIS; GLOBAL CONVERGENCE; LEVENBERG-MARQUARDT ALGORITHM; LOCAL QUADRATIC CONVERGENCE; NUMERICAL RESULTS; SMOOTHING LEVENBERG-MARQUARDT ALGORITHM; STOCHASTIC LINEAR COMPLEMENTARITY PROBLEM;

ALGORITHMS; STOCHASTIC SYSTEMS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 78650179828     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2010.10.049     Document Type: Article

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