A semismooth Newton method for nonlinear symmetric cone programming

A semismooth Newton method for nonlinear symmetric cone programming

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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: ,
Keywords: Newton method, Programming (cone)
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.

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