ScienceAsia 44 (2018): 454-461 |doi:
Projected trust region method for stochastic linear
Ying-xiao Wang, Shou-qiang Du?, Huan-huan Li, Miao Chen
ABSTRACT: In this paper, we consider the method for solving a kind of general stochastic linear complementarity
problems. Based on Fischer-Burmeister function, we transform this kind of general stochastic linear complementarity
problems into nonsmooth equations and present a projected trust region method to solve the nonsmooth equations.
The global convergence of this method is also given. Finally, the numerical results are reported.
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||School of Mathematics and Statistics, Qingdao University, Qingdao, Shandong, China 266071
* Corresponding author, E-mail: firstname.lastname@example.org
Received 11 Dec 2017, Accepted 12 Oct 2018