A semismooth Newton method for nonlinear symmetric cone programming

Lingchen Kong () and Qingmin Meng ()

Mathematical Methods of Operations Research, 2012, vol. 76, issue 2, 129-145

Abstract: 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

Keywords: Euclidean Jordan algebra; Nonlinear symmetric cone programming; Semismooth Newton algorithm; Quadratical convergence; Primary: 65K05; 90C30; Secondary: 26B05 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00186-012-0393-6

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