Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
نویسندگان
چکیده
منابع مشابه
Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
A smoothing projected gradient (SPG) method is proposed for the minimization problem on a closed convex set, where the objective function is locally Lipschitz continuous but nonconvex, nondifferentiable. We show that any accumulation point generated by the SPG method is a stationary point associated with the smoothing function used in the method, which is a Clarke stationary point in many appli...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2009
ISSN: 1052-6234,1095-7189
DOI: 10.1137/070702187