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