Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems.

Chao Zhang Xiaojun Chen

Published in: SIAM J. Optim. (2009)

Keyphrases

gradient method
linear complementarity problem
convergence rate
sufficient conditions
step size
variational inequalities
interior point
linear programming
optimization methods
negative matrix factorization
multiscale
collaborative filtering
text mining