DocumentCode
2032854
Title
A predictor-corrector smoothing method for symmetric conic linear programming
Author
Chi, Xiaoni ; Chen, Wenlue
Author_Institution
Coll. of Math. & Inf. Sci., Huanggang Normal Univ., Huanggang, China
Volume
4
fYear
2010
fDate
10-12 Aug. 2010
Firstpage
1961
Lastpage
1965
Abstract
A predictor-corrector smoothing Newton method is presented for solving the symmetric conic linear programming (SCLP). The proposed algorithm reformulates the SCLP as a nonlinear system of equations and then applies Newton´s method to the perturbation of this system of equations. It is shown that the algorithm is globally and locally quadratically convergent under suitable assumptions. Numerical results indicate the effectiveness of the algorithm.
Keywords
Newton method; linear programming; nonlinear equations; predictor-corrector methods; smoothing methods; SCLP; locally quadratically convergent; nonlinear equation system; predictor-corrector smoothing Newton method; symmetric conic linear programming; Algorithm design and analysis; Equations; Linear programming; Newton method; Prediction algorithms; Smoothing methods; predictor-corrector method; smoothing Newton method; symmetric conic linear programming;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems and Knowledge Discovery (FSKD), 2010 Seventh International Conference on
Conference_Location
Yantai, Shandong
Print_ISBN
978-1-4244-5931-5
Type
conf
DOI
10.1109/FSKD.2010.5569471
Filename
5569471
Link To Document