Abstract
Based on the Chen-Harker-Kanzow-Smale smoothing function, a smoothing Newton method is developed for solving the symmetric conic linear programming. Without any restrictions for its starting point, this algorithm solves only one linear system of equations at each iteration and proves to be globally convergent in absence of uniform nonsingularity. Numerical results indicate that it is promising in future applications.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Alizadeh, F., Goldfarb, D.: Second-order cone programming. Mathematical Programming 95(1), 3–51 (2003)
Burke, J., Xu, S.: A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem. Math. Program. 87(1), 113–130 (2000)
Chen, B., Xiu, N.: A global linear and local quadratic non-interior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions. SIAM J. Optim. 9(3), 605–623 (1999)
Faraut, J., Korányi, A.: Analysis on Symmetric Cones. Oxford University Press, Oxford (1994)
Huang, Z.H., Ni, T.: Smoothing algorithms for complementarity problems over symmetric cones. Comput. Optim. Appl. doi:10.1007/s10589-008-9180-y
Liu, Y., Zhang, L., Liu, M.: Extension of smoothing functions to symmetric cone complementarity problems. Applied Mathematics–A Journal of Chinese Universities 22(2), 245–252 (2007)
Liu, Y., Zhang, L., Wang, Y.: Analysis of a smoothing method for symmetric conic linear programming. J. Appl. Math. Comput. 22(1-2), 133–148 (2006)
Qi, L., Sun, D., Zhou, G.: A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities. Math. Program. 87(1), 1–35 (2000)
Toh, K.C., Tütüncü, R.H., Todd, M.J.: SDPT3 Version 3.02 –a MATLAB software for semidefinite-quadratic-linear programming (2002), http://www.math.nus.edu.sg/~mattohkc/sdpt3.html
Yong, L.: Primal-dual Interior Point Algorithm for Linear Programming. In: Proceedings of First International Conference of Modelling and Simulation, vol. II, pp. 432–436. World Academic Press, UK (2008)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Chi, X., Li, P. (2009). A Globally Convergent Smoothing Method for Symmetric Conic Linear Programming. In: Cai, Z., Li, Z., Kang, Z., Liu, Y. (eds) Advances in Computation and Intelligence. ISICA 2009. Lecture Notes in Computer Science, vol 5821. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04843-2_15
Download citation
DOI: https://doi.org/10.1007/978-3-642-04843-2_15
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-04842-5
Online ISBN: 978-3-642-04843-2
eBook Packages: Computer ScienceComputer Science (R0)