Smoothing Nonmonotone Barzilai-Borwein Gradient Method and Its Application to Stochastic Linear Complementarity Problems
Author
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-09-30
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract 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.
American Psychological Association (APA)
Li, Xiangli. 2015. Smoothing Nonmonotone Barzilai-Borwein Gradient Method and Its Application to Stochastic Linear Complementarity Problems. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-6.
https://search.emarefa.net/detail/BIM-1073805
Modern Language Association (MLA)
Li, Xiangli. Smoothing Nonmonotone Barzilai-Borwein Gradient Method and Its Application to Stochastic Linear Complementarity Problems. Mathematical Problems in Engineering No. 2015 (2015), pp.1-6.
https://search.emarefa.net/detail/BIM-1073805
American Medical Association (AMA)
Li, Xiangli. Smoothing Nonmonotone Barzilai-Borwein Gradient Method and Its Application to Stochastic Linear Complementarity Problems. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-6.
https://search.emarefa.net/detail/BIM-1073805
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1073805
