A semismooth Newton method for nonlinear symmetric cone programming

In this paper, we employ the projection operator to design a semismooth Newton algorithm for solving nonlinear symmetric cone programming (NSCP). The algorithm is computable from theoretical standpoint and is proved to be locally quadratically convergent without assuming strict complementarity of the solution to NSCP. Copyright Springer-Verlag 2012

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Year of publication:	2012
Authors:	Kong, Lingchen ; Meng, Qingmin
Published in:	Computational Statistics. - Springer. - Vol. 76.2012, 2, p. 129-145
Publisher:	Springer
Subject:	Euclidean Jordan algebra \| Nonlinear symmetric cone programming \| Semismooth Newton algorithm \| Quadratical convergence \| Primary: 65K05 \| Secondary: 26B05

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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