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A Globally Convergent Smoothing Method for Symmetric Conic Linear Programming

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Advances in Computation and Intelligence (ISICA 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5821))

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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.

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© 2009 Springer-Verlag Berlin Heidelberg

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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

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  • 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)

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