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An inexact semismooth Newton method for variational inequality with symmetric cone constraints

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  • 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.
    Mathematics Subject Classification: Primary: 90C15, 65C05; Secondary: 49J52, 49M27, 49M37.

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