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

Author： Li Xiangli Liu Hongwei Sun Xiaojun

ISSN： 1017-1398

Source： Numerical Algorithms, Vol.57, Iss.2, 2011-06, pp. : 207-215

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Extension of the Barzilai-Borwein Method for Quadratic Forms in Finite Euclidean Spaces

By Cruz William

Numerical Functional Analysis and Optimization, Vol. 30, Iss. 3-4, 2009-03 ,pp. : 306-321

Taylor & Francis Ltd

Access to resources Recommend Favorite

Feasible Barzilai–Borwein-like methods for extreme symmetric eigenvalue problems

By Jiang Bo Dai Yu-Hong

Optimization Methods and Software, Vol. 28, Iss. 4, 2013-08 ,pp. : 756-784

Taylor & Francis Ltd

Access to resources Recommend Favorite

On a Dual Method for a Specially Structured Linear Programming Problem with Application to Stochastic Programming

By Fábián Csaba I. Prékopa András Ruf-Fiedler Olga

Optimization Methods and Software, Vol. 17, Iss. 3, 2002-01 ,pp. : 445-492

Taylor & Francis Ltd

Access to resources Recommend Favorite

Overlapping restricted additive Schwarz method applied to the linear complementarity problem with an H-matrix

By Yang Haijian Li Qingguo

Computational Optimization and Applications, Vol. 51, Iss. 1, 2012-01 ,pp. : 223-239

Springer Publishing Company

Access to resources Recommend Favorite

Power Penalty Method for a Linear Complementarity Problem Arising from American Option Valuation

By Wang S. Yang X. Teo K.

Journal of Optimization Theory and Applications, Vol. 129, Iss. 2, 2006-05 ,pp. : 227-254

Springer Publishing Company

Access to resources Recommend Favorite