A New Conjugate Gradient Projection Method for Solving Stochastic Generalized Linear Complementarity Problems
نویسندگان
چکیده
منابع مشابه
A New Smoothing Conjugate Gradient Method for Solving Nonlinear Nonsmooth Complementarity Problems
In this paper, by using the smoothing Fischer-Burmeister function, we present a new smoothing conjugate gradient method for solving the nonlinear nonsmooth complementarity problems. The line search which we used guarantees the descent of the method. Under suitable conditions, the new smoothing conjugate gradient method is proved globally convergent. Finally, preliminary numerical experiments sh...
متن کاملA New Method for Solving Non-Linear Complementarity Problems
The non-linear complementarity problem NLCP is to find a vector z in IR satisfying 0 6 z ⊥ f(z) > 0, where f is a given function. This problem can be solved by several methods but the most of these methods require a lot of arithmetic operations, and therefore, it is too difficult, time consuming, or expensive to find an approximate solution of the exact solution. In this paper we give a new met...
متن کاملA New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems
In this paper, two extended three-term conjugate gradient methods based on the Liu-Storey ({tt LS}) conjugate gradient method are presented to solve unconstrained optimization problems. A remarkable property of the proposed methods is that the search direction always satisfies the sufficient descent condition independent of line search method, based on eigenvalue analysis. The globa...
متن کاملGeneralized AOR Method for Solving Absolute Complementarity Problems
We introduce and consider a new class of complementarity problems, which is called the absolute value complementarity problem. We establish the equivalence between the absolute complementarity problems and the fixed point problem using the projection operator. This alternative equivalent formulation is used to discuss the existence of a solution of the absolute value complementarity problem. A ...
متن کاملConjugate gradient predictor corrector method for solving large scale problems
In this paper, we give a new method for solving large scale problems. The basic idea of this method depends on implementing the conjugate gradient as a corrector into a continuation method. We use the Euler method as a predictor. Adaptive steplength control is used during the tracing of the solution curve. We present some of our experimental examples to demonstrate the efficiency of the method.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Physics
سال: 2016
ISSN: 2327-4352,2327-4379
DOI: 10.4236/jamp.2016.46107