A FEASIBLE SEMISMOOTH GAUSS-NEWTON METHOD FOR SOLVING A CLASS OF SLCPS  

作　　者：Changfeng Ma 

机构地区：[1]School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, China

出　　处：《Journal of Computational Mathematics》2012年第2期197-222,共26页计算数学（英文）

基　　金：Acknowledgments. This project is supported by National Natural Science Foundation of China （11071041） and Fujian Natural Science Foundation （2009J01002）.

摘　　要：In this paper, we consider a class of the stochastic linear complementarity problems （SLCPs） with finitely many elements. A feasible semismooth damped Gauss-Newton al- gorithm for the SLCP is proposed. The global and locally quadratic convergence of the proposed algorithm are obtained under suitable conditions. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed al- gorithm.Mathematics subject classification： 90C33, 65K10.In this paper, we consider a class of the stochastic linear complementarity problems （SLCPs） with finitely many elements. A feasible semismooth damped Gauss-Newton al- gorithm for the SLCP is proposed. The global and locally quadratic convergence of the proposed algorithm are obtained under suitable conditions. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed al- gorithm.Mathematics subject classification： 90C33, 65K10.

关 键 词：Stochastic linear complementarity problems Gauss-Newton algorithm Con-vergence analysis Numerical results. 

分 类 号：O224[理学—运筹学与控制论] TP274[理学—数学]