Abstract

AbstractWe present a novel smoothing method for solving the symmetric conic linear programming based on the Chen-Harker-Kanzow-Smale (CHKS) smoothing function. Unlike interior point methods, the proposed algorithm can start from an arbitrary point. Our algorithm solves only one linear system of equations and performs only one line search at each iteration. Without uniform nonsingularity, the proposed algorithm is shown to be globally convergent. Numerical results indicate that our algorithm is promising.Keywordssymmetric conic linear programmingsmoothing methodChen-Harker-Kanzow-Smale smoothing functionglobal convergence

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.