• Title/Summary/Keyword: Symmetric conic linear programming

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ANALYSIS OF A SMOOTHING METHOD FOR SYMMETRIC CONIC LINEAR PROGRAMMING

  • Liu Yong-Jin;Zhang Li-Wei;Wang Yin-He
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.133-148
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    • 2006
  • 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.