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

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Abstract

In this paper, we propose a feasible smooth method based on Barzilai–Borwein (BB) for stochastic linear complementarity problem. It is based on the expected residual minimization (ERM) formulation for the stochastic linear complementarity problem. Numerical experiments show that the method is efficient.

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Authors and Affiliations

  1. Department of Applied Mathematics, Xidian University, Xi’an, China

    Xiangli Li & Hongwei Liu

  2. Department of Mathematics, Baoji University of Arts and Sciences, Baoji, China

    Xiaojun Sun

Authors
  1. Xiangli Li
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  2. Hongwei Liu
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  3. Xiaojun Sun
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Corresponding author

Correspondence to Xiangli Li.

Additional information

This work is supported by the Fundamental Research Funds for the Central Universities (JY10000970004) and by the Key Projects of Baoji University of Arts and Sciences (60603098).

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Li, X., Liu, H. & Sun, X. Feasible smooth method based on Barzilai–Borwein method for stochastic linear complementarity problem. Numer Algor 57, 207–215 (2011). https://doi.org/10.1007/s11075-010-9424-7

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  • DOI: https://doi.org/10.1007/s11075-010-9424-7

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