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A semismooth Newton method for nonlinear symmetric cone programming

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  • Lingchen Kong
  • Qingmin Meng

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

Suggested Citation

  • Lingchen Kong & Qingmin Meng, 2012. "A semismooth Newton method for nonlinear symmetric cone programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(2), pages 129-145, October.
    • Handle: RePEc:spr:mathme:v:76:y:2012:i:2:p:129-145
    DOI: 10.1007/s00186-012-0393-6
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    References listed on IDEAS

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    1. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
    2. S. H. Schmieta & F. Alizadeh, 2001. "Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones," Mathematics of Operations Research, INFORMS, vol. 26(3), pages 543-564, August.
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