메뉴 건너뛰기




Volumn 57, Issue 2, 2011, Pages 207-215

Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem

Author keywords

ERM; Feasible smooth method; Stochastic linear complementarity problem

Indexed keywords


EID: 79955839197     PISSN: 10171398     EISSN: 15729265     Source Type: Journal    
DOI: 10.1007/s11075-010-9424-7     Document Type: Article
Times cited : (4)

References (18)
  • 1
    • 31144459305 scopus 로고    scopus 로고
    • Expected residual minimization method for stochastic linear complementarity problems
    • Chen, X., Fukushima, M.: Expected residual minimization method for stochastic linear complementarity problems. Math. Oper. Res. 30, 1022-1038 (2005).
    • (2005) Math. Oper. Res. , vol.30 , pp. 1022-1038
    • Chen, X.1    Fukushima, M.2
  • 2
    • 46749143296 scopus 로고    scopus 로고
    • Robust solution of monotone stochastic linear complementarity problems
    • Chen, X., Zhang, C.: Robust solution of monotone stochastic linear complementarity problems. Math. Program. 117, 51-80 (2008).
    • (2008) Math. Program. , vol.117 , pp. 51-80
    • Chen, X.1    Zhang, C.2
  • 3
    • 42449155183 scopus 로고    scopus 로고
    • Stochastic R0 matrix linear complementarity problems
    • Fang, H., Cheng, X., Fukushima, M.: Stochastic R0 matrix linear complementarity problems. SIAM J. Optim. 18, 482-506 (2007).
    • (2007) SIAM J. Optim. , vol.18 , pp. 482-506
    • Fang, H.1    Cheng, X.2    Fukushima, M.3
  • 4
    • 54049142908 scopus 로고    scopus 로고
    • Feasible semismooth Newton method for a class of stochastic linear complementarity
    • Zhou, G. L., Caccetta, L.: Feasible semismooth Newton method for a class of stochastic linear complementarity. J. Optim. Theory Appl. 139, 379-392 (2008).
    • (2008) J. Optim. Theory Appl. , vol.139 , pp. 379-392
    • Zhou, G.L.1    Caccetta, L.2
  • 5
    • 29244465866 scopus 로고    scopus 로고
    • A penalized Fischer-Burmeister NCP-function
    • Chen, B., Chen, X., Kanzow, C.: A penalized Fischer-Burmeister NCP-function. Math. Program. 88, 211-216 (2000).
    • (2000) Math. Program. , vol.88 , pp. 211-216
    • Chen, B.1    Chen, X.2    Kanzow, C.3
  • 7
    • 0000554369 scopus 로고    scopus 로고
    • Solution of monotone complementarity problems with locally lipschitzian functions
    • Fischer, A.: Solution of monotone complementarity problems with locally lipschitzian functions. Math. Program. 76, 513-532 (1997).
    • (1997) Math. Program. , vol.76 , pp. 513-532
    • Fischer, A.1
  • 8
    • 0001151466 scopus 로고    scopus 로고
    • A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
    • Facchinei, F., Kanzow, C.: A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems. Math. Program. 76, 493-512 (1997).
    • (1997) Math. Program. , vol.76 , pp. 493-512
    • Facchinei, F.1    Kanzow, C.2
  • 9
    • 0032682238 scopus 로고    scopus 로고
    • A regularization newton method for solving nonlinear complementarity problems
    • Sun, D.: A regularization newton method for solving nonlinear complementarity problems. Appl. Math. Optim. 40, 315-339 (1999).
    • (1999) Appl. Math. Optim. , vol.40 , pp. 315-339
    • Sun, D.1
  • 10
    • 2442590125 scopus 로고    scopus 로고
    • A feasible semismooth asymptotically Newton method for mixed complementarity problems
    • Sun, D., Womersley, R. S., Qi, H.: A feasible semismooth asymptotically Newton method for mixed complementarity problems. Math. Program. 94, 167-187 (2002).
    • (2002) Math. Program. , vol.94 , pp. 167-187
    • Sun, D.1    Womersley, R.S.2    Qi, H.3
  • 11
    • 0031352141 scopus 로고    scopus 로고
    • Engineering and economic applications of complementarity problems
    • Ferris, M. C., Pang, J. S. S.: Engineering and economic applications of complementarity problems. SIAM Rev. 39, 669-713 (1997).
    • (1997) SIAM Rev. , vol.39 , pp. 669-713
    • Ferris, M.C.1    Pang, J.S.S.2
  • 12
    • 0007954921 scopus 로고    scopus 로고
    • Sample-path solution of stochastic variational inequalities
    • Gürkan, G., Özge, A. Y., Robinson, S. M.: Sample-path solution of stochastic variational inequalities. Math. Program. 84, 313-333 (1999).
    • (1999) Math. Program. , vol.84 , pp. 313-333
    • Gürkan, G.1    Özge, A.Y.2    Robinson, S.M.3
  • 13
    • 33745616495 scopus 로고    scopus 로고
    • New reformulations for stochastic nonlinear complementarity problems
    • Lin, G.-H., Fukushima, M.: New reformulations for stochastic nonlinear complementarity problems. Optim. Methods Softw. 21, 551-564 (2006).
    • (2006) Optim. Methods Softw. , vol.21 , pp. 551-564
    • Lin, G.-H.1    Fukushima, M.2
  • 14
    • 35148884635 scopus 로고    scopus 로고
    • New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
    • Lin, G.-H., Chen, X., Fukushima, M.: New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. Optimization 56, 641-653 (2007).
    • (2007) Optimization , vol.56 , pp. 641-653
    • Lin, G.-H.1    Chen, X.2    Fukushima, M.3
  • 15
    • 0036013019 scopus 로고    scopus 로고
    • The sample average approximation method for stochastic discrete optimization
    • Kleywegt, A. J., Shapiro, A., de Mello, T. H.: The sample average approximation method for stochastic discrete optimization. SIAM J. Optim. 12, 479-502 (2002).
    • (2002) SIAM J. Optim. , vol.12 , pp. 479-502
    • Kleywegt, A.J.1    Shapiro, A.2    de Mello, T.H.3
  • 16
    • 70450260767 scopus 로고    scopus 로고
    • Smoothing projected gradient method and its application to stochastic linear complementarity problems
    • Zhang, C., Chen, X.: Smoothing projected gradient method and its application to stochastic linear complementarity problems. SIAM J. Optim. 20, 627-649 (2009).
    • (2009) SIAM J. Optim. , vol.20 , pp. 627-649
    • Zhang, C.1    Chen, X.2
  • 17
    • 0001531895 scopus 로고
    • Two-point step size gradient methods
    • Barzilai, J., Borwein, J. M.: Two-point step size gradient methods. IMA J. Numer. Anal. 8, 141-148 (1988).
    • (1988) IMA J. Numer. Anal. , vol.8 , pp. 141-148
    • Barzilai, J.1    Borwein, J.M.2
  • 18
    • 60449102102 scopus 로고    scopus 로고
    • An affine-scaling interior-point CBB method for box-constrained optimization
    • Hager, W., Mair, B. A., Zhang, H.: An affine-scaling interior-point CBB method for box-constrained optimization. Math. Program. 119, 1-32 (2009).
    • (2009) Math. Program. , vol.119 , pp. 1-32
    • Hager, W.1    Mair, B.A.2    Zhang, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.