Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4631151 | Applied Mathematics and Computation | 2011 | 14 Pages |
Abstract
In this paper, it is considered for a class of stochastic linear complementarity problems (SLCPs) with finitely many elements. A smoothing Levenberg–Marquardt algorithm is proposed for solving the SLCP. Under suitable conditions, the global convergence and local quadratic convergence of the proposed algorithm is given. Some numerical results are reported in this paper, which confirms the good theoretical properties of the proposed algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yajun Xie, Changfeng Ma,