A FEASIBLE SEMISMOOTH GAUSS-NEWTON METHOD FOR SOLVING A CLASS OF SLCPS
In this paper, we consider a class of the stochastic linear complementarity problems (SLCPs) with finitely many elements. A feasible semismooth damped Gauss-Newton al- gorithm for the SLCP is proposed. The global and locally quadratic convergence of the proposed algorithm are obtained under suitable...
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Published in | Journal of computational mathematics Vol. 30; no. 2; pp. 197 - 222 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Chinese Academy of Mathematices and System Sciences (AMSS) Chinese Academy of Sciences
01.03.2012
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Subjects | |
Online Access | Get full text |
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Summary: | In this paper, we consider a class of the stochastic linear complementarity problems (SLCPs) with finitely many elements. A feasible semismooth damped Gauss-Newton al- gorithm for the SLCP is proposed. The global and locally quadratic convergence of the proposed algorithm are obtained under suitable conditions. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed al- gorithm.Mathematics subject classification: 90C33, 65K10. |
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Bibliography: | Stochastic linear complementarity problems, Gauss-Newton algorithm, Con-vergence analysis, Numerical results. In this paper, we consider a class of the stochastic linear complementarity problems (SLCPs) with finitely many elements. A feasible semismooth damped Gauss-Newton al- gorithm for the SLCP is proposed. The global and locally quadratic convergence of the proposed algorithm are obtained under suitable conditions. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed al- gorithm.Mathematics subject classification: 90C33, 65K10. 11-2126/O1 |
ISSN: | 0254-9409 1991-7139 |
DOI: | 10.4208/jcm.1107-m3559 |