Title :
A nonmonotone smoothing algorithm for symmetric conic linear programming
Author :
Xiaoni Chi ; Qing Zhang
Author_Institution :
Coll. of Math. & Comput. Sci., Huanggang Normal Univ., Huanggang, China
Abstract :
A nonmonotone smoothing Newton algorithm 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 system of equations. It is shown that the algorithm is globally and locally quadratically convergent under suitable assumptions.
Keywords :
Newton method; linear programming; nonlinear system; nonmonotone smoothing Newton algorithm; symmetric conic linear programming; Algorithm design and analysis; Convergence; Equations; Linear programming; Newton method; Smoothing methods; nonmonotone line search; smoothing Newton method; symmetric conic linear programming;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery (FSKD), 2011 Eighth International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-61284-180-9
DOI :
10.1109/FSKD.2011.6019885
