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

MoreLess

Year of publication:	2012
Authors:	Kong, Lingchen ; Meng, Qingmin
Published in:	Mathematical Methods of Operations Research. - 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

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010950133