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A smoothing Newton method for solving a class of stochastic linear complementarity problems

โœ Scribed by Jia Tang; Changfeng Ma


Book ID
113823949
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
294 KB
Volume
12
Category
Article
ISSN
1468-1218

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A smoothing inexact Newton method for no
โœ Shao-Ping Rui; Cheng-Xian Xu ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 448 KB

In this article, we propose a new smoothing inexact Newton algorithm for solving nonlinear complementarity problems (NCP) base on the smoothed Fischer-Burmeister function. In each iteration, the corresponding linear system is solved only approximately. The global convergence and local superlinear co