A Combined Newton Method for Symmetric Conic Linear Programming

Author

Chi, Xiaoni ; Zhang, Suobin

Author_Institution

Coll. of Math. & Comput. Sci., Huanggang Normal Univ., Huanggang, China

fYear

2011

fDate

25-27 April 2011

Firstpage

162

Lastpage

164

Abstract

We propose a combined Newton method for solving the symmetric conic linear programming based on the Chen-Harker-Kanzow-Smale smoothing function. The proposed algorithm combines the techniques used in both non-smoothing Newton methods and smoothing Newton methods. Under mild assumptions, the algorithm needs to perform at most one line search at each iteration and is shown to possess global convergence.

Keywords

Newton method; convergence of numerical methods; linear programming; smoothing methods; Chen-Harker-Kanzow-Smale smoothing function; combined Newton method; global convergence; iteration method; smoothing Newton methods; symmetric conic linear programming; Algorithm design and analysis; Convergence; Equations; Linear programming; Newton method; Smoothing methods; global convergence; non-smoothing Newton method; smoothing Newton method; symmetric conic linear programming;

fLanguage

English

Publisher

ieee

Conference_Titel

Information and Computing (ICIC), 2011 Fourth International Conference on

Conference_Location

Phuket Island

Print_ISBN

978-1-61284-688-0

Type

conf

DOI

10.1109/ICIC.2011.18

Filename

5954529

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2304870