An inexact semismooth Newton method for variational inequality with symmetric cone constraints
Shuang Chen, Li-Ping Pang, Dan Li · Journal of Industrial and Management Optimization · 2014
In this paper, weconsider using the inexact nonsmooth Newton method to efficientlysolve the symmetric cone constrained variational inequality (VISCC)problem. It red provides a unified framework for dealingwith the variational inequality with nonlinear constraints,variational inequality with the second-order cone constraints, andthe variational inequality with semidefinite cone constraints. Weget convergence of the above method and apply the results to three special types symmetric cones.