Acta mathematica scientia,Series A ›› 2014, Vol. 34 ›› Issue (2): 378-392.

• Articles • Previous Articles     Next Articles

Non-Monotone Smoothing Newton Algorithm for SCLP Based on a Scaled Central Path

 NI Tie1, LIU Xiao-Hong2   

  1. 1.College of Business Administration, Liaoning Technical University, Liaoning Huludao 125105;
    2.Department of Mathematics, School of Science, Tianjin University, Tianjin 300072
  • Received:2012-03-06 Revised:2013-09-18 Online:2014-04-25 Published:2014-04-25
  • Supported by:

    国家自然科学基金(10471126, 10371109)、浙江省自然科学基金(101016)和浙江省哲学社会科学规划常规性课题(06CGYJ21YBQ)资助.

Abstract:

Based on a modified version of the Chen-Harker-Kanzow-Smale (CHKS) smoothing function, this paper investigates a non-monotone smoothing Newton algorithm with a scaled central path for solving linear programming over symmetric cones (SCLP). By using the theory of Euclidean Jordan algebras, we show that the proposed algorithm is globally and locally superlinearly convergent under suitable assumptions. Some preliminary numerical results is shown that our algorithm proposed is promising.

Key words: Linear programming, Symmetric cone, Euclidean Jordan algebra, Smoothing algorithm, Scaled central path, Non-monotone line search

CLC Number: 

  • 90C05
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