Article ID: | iaor20125889 |
Volume: | 76 |
Issue: | 2 |
Start Page Number: | 129 |
End Page Number: | 145 |
Publication Date: | Oct 2012 |
Journal: | Mathematical Methods of Operations Research |
Authors: | Kong Lingchen, Meng Qingmin |
Keywords: | Newton method, Programming (cone) |
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.