ANALYSIS OF A SMOOTHING METHOD FOR SYMMETRIC CONIC LINEAR PROGRAMMING

  • Liu Yong-Jin (Department of Mathematics, Shantou University) ;
  • Zhang Li-Wei (Department of Mathematics, Dalian University of Technology) ;
  • Wang Yin-He (Department of Mathematics at Shantou University)
  • 발행 : 2006.09.01

초록

This paper proposes a smoothing method for symmetric conic linear programming (SCLP). We first characterize the central path conditions for SCLP problems with the help of Chen-Harker-Kanzow-Smale smoothing function. A smoothing-type algorithm is constructed based on this characterization and the global convergence and locally quadratic convergence for the proposed algorithm are demonstrated.

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