Title :
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
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;
Conference_Titel :
Information and Computing (ICIC), 2011 Fourth International Conference on
Conference_Location :
Phuket Island
Print_ISBN :
978-1-61284-688-0
DOI :
10.1109/ICIC.2011.18
