AN INEXACT SEMISMOOTH NEWTON METHOD FOR VARIATIONAL INEQUALITY WITH SYMMETRIC CONE CONSTRAINTS

被引：2

作者：

Chen, Shuang ^{[1
]}

Pang, Li-Ping ^{[1
]}

Li, Dan ^{[2
]}

机构：

[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Liaoning, Peoples R China

[2] Dalian Univ, Informat & Engn Coll, Dalian 116622, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2015年 / 11卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Variational inequality; symmetric cone; Newton method; semismooth; Jordan algebra;

D O I：

10.3934/jimo.2015.11.733

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper, we consider using the inexact nonsmooth Newton method to efficiently solve the symmetric cone constrained variational inequality (VISCC) problem. It red provides a unified framework for dealing with the variational inequality with nonlinear constraints, variational inequality with the second-order cone constraints, and the variational inequality with semidefinite cone constraints. We get convergence of the above method and apply the results to three special types symmetric cones.

引用

页码：733 / 746

页数：14

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