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A semismooth Newton method for nonlinear symmetric cone programming

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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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Correspondence to Lingchen Kong.

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Kong, L., Meng, Q. A semismooth Newton method for nonlinear symmetric cone programming. Math Meth Oper Res 76, 129–145 (2012). https://doi.org/10.1007/s00186-012-0393-6

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  • DOI: https://doi.org/10.1007/s00186-012-0393-6

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