Partial projected Newton method for a class of stochastic linear complementarity problems

2011 ◽  
Vol 58 (4) ◽  
pp. 593-618 ◽  
Author(s):  
Hongwei Liu ◽  
Yakui Huang ◽  
Xiangli Li
2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
Xiangli Li

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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