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A Barzilai-Borwein type method for stochastic linear complementarity problems.

Yakui HuangHongwei LiuSha Zhou
Published in: Numer. Algorithms (2014)
Keyphrases
  • linear complementarity problem
  • pairwise
  • objective function
  • computational complexity
  • dynamic programming
  • learning algorithm
  • clustering method
  • sensitivity analysis