Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems

2009 ◽  
Vol 20 (2) ◽  
pp. 627-649 ◽  
Author(s):  
Chao Zhang ◽  
Xiaojun Chen
Keyword(s):  
Gradient Method ◽  
Complementarity Problems ◽  
Linear Complementarity Problems ◽  
Linear Complementarity ◽  
Projected Gradient Method ◽  
Projected Gradient ◽  
Stochastic Linear Complementarity Problems

scholarly journals Smoothing Nonmonotone Barzilai-Borwein Gradient Method and Its Application to Stochastic Linear Complementarity Problems

2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
Xiangli Li
Keyword(s):  
Gradient Method ◽  
Complementarity Problems ◽  
Linear Complementarity Problems ◽  
Linear Complementarity ◽  
Numerical Results ◽  
Constrained Minimization ◽  
Stochastic Linear Complementarity Problems

A new algorithm for nonsmooth box-constrained minimization is introduced. The method is a smoothing nonmonotone Barzilai-Borwein (BB) gradient method. All iterates generated by this method are feasible. We apply this method to stochastic linear complementarity problems. Numerical results show that our method is promising.

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