Feasible smooth method based on Barzilai–Borwein method for stochastic linear complementarity problem
✍ Scribed by Xiangli Li; Hongwei Liu; Xiaojun Sun
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 262 KB
- Volume
- 57
- Category
- Article
- ISSN
- 1017-1398
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A smoothing method for solving the linear complementarity systems (LCS) has been proposed by Zheng in his thesis. In Zheng's algorithm, the LCS is reformulated as a parameterized differential-algebraic equation (DAE). However, the existence of the solution of the parameterized DAE is not proved. The
For the large sparse linear complementarity problems, by reformulating them as implicit fixed-point equations based on splittings of the system matrices, we establish a class of modulus-based matrix splitting iteration methods and prove their convergence when the system matrices are positive-definit