New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems

Applied Mathematics and Computation

Volumn 217, Issue 23, 2011, Pages 9723-9740

  Liu, Hongwei ^a   Huang, Yakui ^a   Li, Xiangli ^a  

^a XIDIAN UNIVERSITY   (China)

Author keywords

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

Indexed keywords

CONSTRAINED MINIMIZATION; CONSTRAINED MINIMIZATION PROBLEM; HIGH SAFETY; LEVEL SET; NUMBER OF ITERATIONS; NUMERICAL RESULTS; OBJECTIVE FUNCTIONS; QUADRATIC CONVERGENCE; SEMISMOOTH NEWTON METHOD; SOLUTION SET; STATIONARY POINTS; STOCHASTIC LINEAR COMPLEMENTARITY PROBLEM;

NEWTON-RAPHSON METHOD; STOCHASTIC SYSTEMS;

NUMERICAL METHODS;

EID: 79958094381     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2011.04.060     Document Type: Article

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