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Volume 44 Number 5 Volume 44 Number 6 Volume 45 Number 1

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Research articles

ScienceAsia 44 (2018): 454-461 |doi: 10.2306/scienceasia1513-1874.2018.44.454

Projected trust region method for stochastic linear complementarity problems

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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a School of Mathematics and Statistics, Qingdao University, Qingdao, Shandong, China 266071

* Corresponding author, E-mail: sqdu@qdu.edu.cn

Received 11 Dec 2017, Accepted 12 Oct 2018