A semismooth Newton method for nonlinear symmetric cone programming

被引：3
|
作者：
Kong, Lingchen [1 ]
Meng, Qingmin [2 ]
机构：
[1] Beijing Jiaotong Univ, Dept Appl Math, Beijing 100044, Peoples R China
[2] Cent Hosp Taian, Tai An 271000, Shandong, Peoples R China
来源：
MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 2012年 / 76卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Euclidean Jordan algebra; Nonlinear symmetric cone programming; Semismooth Newton algorithm; Quadratical convergence; INTERIOR-POINT ALGORITHMS; EUCLIDEAN JORDAN ALGEBRAS; COMPLEMENTARITY-PROBLEMS; CONVERGENCE; PROJECTION;
D O I：
10.1007/s00186-012-0393-6
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：129 / 145
页数：17
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