Abstract

In this paper, a path following algorithm based on Kanzow smoothing function for convex nonlinear programming is proposed which transfers the inequality constrained problem into a smooth equivalent constrained problem by using a smoothing function with perturbation parameter~$ mu_k$. The algorithm is just requested to be strict convex for the objective function and convex for the constraint functions, and it only needs to solve a linear system of equations at each iteration. The global linear convergence is given. The numerical experiments show that the algorithm is efficient.

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