A homogeneous smoothing-type algorithm for symmetric cone linear programs

DOI10.1007/S10255-014-0409-5zbMATH Open1327.90103OpenAlexW2007486185MaRDI QIDQ477482FDOQ477482

Authors: Wei-Zhe Gu, Zhenghai Huang 

Publication date: 9 December 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0409-5

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zbMATH Keywords

smoothing algorithmglobal convergenceEuclidean Jordan algebrasymmetric conelinear program

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05)

Cites Work

• Title not available (Why is that?)
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Some P-properties for linear transformations on Euclidean Jordan algebras
• Smoothing algorithms for complementarity problems over symmetric cones
• On homogeneous and self-dual algorithms for LCP
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• On a homogeneous algorithm for the monotone complementarity problem
• Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones.
• A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
• A one-parametric class of merit functions for the symmetric cone complementarity problem
• Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
• A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
• A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
• Smoothing-type algorithm for solving linear programs by using an augmented complementarity problem
• Extension of smoothing Newton algorithms to solve linear programming over symmetric cones
• Analysis of a smoothing method for symmetric conic linear programming

Cited In (5)

• Title not available (Why is that?)
• HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY
• Smoothing-type algorithm for solving linear programs by using an augmented complementarity problem
• Title not available (Why is that?)
• Analysis of a smoothing method for symmetric conic linear programming

Uses Software

• SCCP

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