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

الملخص EN

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.