Analysis of a smoothing method for symmetric conic linear programming

DOI10.1007/BF02896466zbMath1132.90353MaRDI QIDQ854421

Yin-He Wang, Yong-Jin Liu, Li-wei Zhang

Publication date: 4 December 2006

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Mathematics Subject Classification ID

Convex programming (90C25) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Programming in abstract spaces (90C48)

Related Items

Global and global linear convergence of smoothing algorithm for the Cartesian \(P_*(\kappa)\)-SCLCP, Convergence of a non-interior continuation algorithm for the monotone SCCP, A predictor-corrector smoothing Newton method for symmetric cone complementarity problems, A smoothing Newton method for second-order cone optimization based on a new smoothing function, A homogeneous smoothing-type algorithm for symmetric cone linear programs, Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming., Sub-quadratic convergence of a smoothing Newton method for second-order cone programming, Analysis of a non-interior continuation method for second-order cone programming, A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems, Extension of smoothing Newton algorithms to solve linear programming over symmetric cones, A smoothing-type Newton method for second-order cone programming problems based on a new smooth function, A globally convergent non-interior point algorithm with full Newton step for second-order cone programming, A new smoothing Newton-type method for second-order cone programming problems, A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones, Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search

Cites Work

• Some P-properties for linear transformations on Euclidean Jordan algebras
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Euclidean Jordan algebras and interior-point algorithms
• A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
• Non-interior continuation methods for solving semidefinite complementarity problems
• Extension of primal-dual interior point algorithms to symmetric cones
• Convergence analysis of a nonlinear Lagrangian algorithm for nonlinear programming with inequality constraints
• Predictor-corrector smoothing methods for linear programs with a more flexible update of the smoothing parameter
• Smoothing methods for convex inequalities and linear complementarity problems
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item