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
收藏
页码：733 / 746
页数：14
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