| Texto completo | |
| Autor(es): |
Armijo, Nicolas F.
;
Bello-Cruz, Yunier
;
Haeser, Gabriel
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | OPTIMIZATION; v. N/A, p. 23-pg., 2025-08-20. |
| Resumo | |
In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke's generalized Jacobian of the projection onto a closed convex cone. We then describe the iterative process for the general cone case and establish two global convergence theorems combined with a local quadratic convergence result. We apply these results to the constrained quadratic conic programming problem, emphasizing its connection to the projection equation. To illustrate the performance of our method, we conduct numerical experiments focussing on semidefinite least squares, in particular the nearest correlation matrix problem. In this scenario, we benchmark our outcomes against previous literature, presenting performance profiles and tabulated results for clarity and comparison. (AU) | |
| Processo FAPESP: | 19/13096-2 - Medidas de complementaridade em condições de otimalidade |
| Beneficiário: | Nicolas Esteban Fuentealba Armijo |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado Direto |
| Processo FAPESP: | 23/08706-1 - Métodos computacionais de otimização |
| Beneficiário: | Ernesto Julián Goldberg Birgin |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |