A semismooth Newton method for nonlinear symmetric cone programming |
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Authors: | Lingchen Kong Qingmin Meng |
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Institution: | 1. Department of Applied Mathematics, Beijing Jiaotong University, Beijing, 100044, People??s Republic of China 2. The Central Hospital of Taian, Shandong, 271000, People??s Republic of China
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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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