A semismooth Newton method for nonlinear symmetric cone programming (Q1935944): Difference between revisions

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A semismooth Newton method for nonlinear symmetric cone programming
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    A semismooth Newton method for nonlinear symmetric cone programming (English)
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    20 February 2013
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    The authors employ the projection operator to design a semismooth Newton algorithm for solving nonlinear symmetric cone programming of the following form \[ \min f(x)\qquad\text{s.t.}\;Ax= q,\quad x\in K. \] The algorithm is computable from the theoretical standpoint and is proved to be locally quadratically convergent.
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    Euclidean Jordan algebra
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    nonlinear symmetric cone programming
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    semismooth Newton algorithm
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    quadratic convergence
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