A Homogeneous Smoothing-type Algorithm for Symmetric Cone Linear Programs-中国期刊网

摘要 Inthispaper,weinvestigateasmoothing-typealgorithmforsolvingthesymmetricconelinearprogram((SCLP)forshort)bymakinguseofanaugmentedsystemofitsoptimalityconditions.Thealgorithmonlyneedstosolveonesystemoflinearequationsandtoperformonelinesearchateachiteration.Itisprovedthatthealgorithmisgloballyconvergentwithoutassuminganypriorknowledgeoffeasibility/infeasibilityoftheproblem.Inparticular,thealgorithmmaycorrectlydetectsolvabilityof(SCLP).Furthermore,if(SCLP)hasasolution,thenthealgorithmwillgenerateasolutionof(SCLP),andiftheproblemisstronglyinfeasible,thealgorithmwillcorrectlydetectinfeasibilityof(SCLP).

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A Homogeneous Smoothing-type Algorithm for Symmetric Cone Linear Programs

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A Homogeneous Smoothing-type Algorithm for Symmetric Cone Linear Programs

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