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Analysis of a smoothing method for symmetric conic linear programming

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Abstract

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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Authors and Affiliations

  1. Department of Mathematics, Shantou University, 515063, Shantou, China

    Yong-Jin Liu

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  1. Yong-Jin Liu
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  2. Li-Wei Zhang
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  3. Yin-He Wang
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Correspondence to Yong-Jin Liu.

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Liu, YJ., Zhang, LW. & Wang, YH. Analysis of a smoothing method for symmetric conic linear programming. J. Appl. Math. Comput. 22, 133–148 (2006). https://doi.org/10.1007/BF02896466

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  • DOI: https://doi.org/10.1007/BF02896466

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