Journal of applied mathematics & informatics
- 제22권1_2호
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- Pages.133-148
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- 2006
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
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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