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 th...

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Veröffentlicht in:	Mathematical methods of operations research (Heidelberg, Germany) Jg. 76; H. 2; S. 129 - 145
Hauptverfasser:	Kong, Lingchen, Meng, Qingmin
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer-Verlag 01.10.2012 Springer Springer Nature B.V
Schlagworte:	Algebra Algorithms Business and Management Calculus of Variations and Optimal Control; Optimization Decomposition Mathematical functions Mathematical models Mathematical programming Mathematics Mathematics and Statistics Methods Newton methods Nonlinearity Operations research Operations Research/Decision Theory Operators Original Article Programming Projection Studies Nonlinear symmetric cone programming 90C30 Euclidean Jordan algebra Quadratical convergence Secondary: 26B05 Primary: 65K05 Semismooth Newton algorithm
ISSN:	1432-2994, 1432-5217
Online-Zugang:	Volltext
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