Title :
An Inexact Smoothing Method for Symmetric Conic Linear Programming
Author :
Chi, Xiaoni ; Chen, Wenlue
Author_Institution :
Coll. of Math. & Comput. Sci., Huanggang Normal Univ., Huanggang, China
Abstract :
An inexact smoothing method is presented for solving the symmetric conic linear programming (SCLP). Based on a one -parametric class of smoothing functions, our algorithm reformulates the SCLP as a nonlinear system of equations, and then applies Newton´s method to solving the system of equations with only moderate accuracy. Under suitable assumptions, the algorithm is shown to be globally and locally quadratically convergent.
Keywords :
Newton method; convergence; linear programming; nonlinear equations; quadratic programming; Newton method; SCLP; inexact smoothing method; nonlinear equation system; one-parametric smoothing function; quadratic convergence; symmetric conic linear programming; Algebra; Algorithm design and analysis; Convergence; Equations; Mathematical model; Newton method; Smoothing methods; global convergence; inexact search direction; smoothing Newton method; symmetric conic linear programming;
Conference_Titel :
Information and Computing Science (ICIC), 2012 Fifth International Conference on
Conference_Location :
Liverpool
Print_ISBN :
978-1-4673-1985-0
DOI :
10.1109/ICIC.2012.11
