Research articles
ScienceAsia (): 454-461 |doi:
10.2306/scienceasia1513-1874...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.
Download PDF
64 Downloads 2118 Views
| 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
|
