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...

Celý popis

Uložené v:

Podrobná bibliografia
Vydané v:	Mathematical methods of operations research (Heidelberg, Germany) Ročník 76; číslo 2; s. 129 - 145
Hlavní autori:	Kong, Lingchen, Meng, Qingmin
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer-Verlag 01.10.2012 Springer Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!

Buďte prvý, kto okomentuje tento záznam!