A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem |
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| Authors: | Yajun Xie Changfeng Ma |
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| Affiliation: | a School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007,China
b Department of Mathematics, Fujian Jiangxia College, Fuzhou 350108, China |
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| 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. |
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| Keywords: | Stochastic linear complementarity problems Smoothing Levenberg-Marquardt algorithm Convergence analysis Numerical results |
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