An inexact semismooth Newton method for variational inequality with symmetric cone constraints
Shuang Chen Li-Ping Pang Dan Li
Journal of Industrial & Management Optimization 2015, 11(3): 733-746 doi: 10.3934/jimo.2015.11.733
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.
keywords: Jordan algebra. Variational inequality Newton method semismooth symmetric cone

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