Nonsmooth Levenberg-Marquardt Type Method for Solving a Class of Stochastic Linear Complementarity Problems with Finitely Many Elements
Our purpose of this paper is to solve a class of stochastic linear complementarity problems (SLCP) with finitely many elements. Based on a new stochastic linear complementarity problem function, a new semi-smooth least squares reformulation of the stochastic linear complementarity problem is introdu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2016-12-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1999-4893/9/4/83 |