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Euclidean Jordan algebra 2 Nonlinear symmetric cone programming 2 Primary: 65K05 2 Quadratical convergence 2 Secondary: 26B05 2 Semismooth Newton algorithm 2
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Undetermined 2
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Article 2
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Undetermined 2
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Kong, Lingchen 2 Meng, Qingmin 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
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A semismooth Newton method for nonlinear symmetric cone programming
Kong, Lingchen; Meng, Qingmin - In: Computational Statistics 76 (2012) 2, pp. 129-145
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...
Persistent link: https://www.econbiz.de/10010847726
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Cover Image
A semismooth Newton method for nonlinear symmetric cone programming
Kong, Lingchen; Meng, Qingmin - In: Mathematical Methods of Operations Research 76 (2012) 2, pp. 129-145
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...
Persistent link: https://www.econbiz.de/10010950133
Saved in:
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