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Analysis of a smoothing method for symmetric conic linear programming. (English) Zbl 1132.90353
Summary: This paper proposes a smoothing method for symmetric conic linear programming (SCLP). We first characterize the central path conditions for SCLP problems with the help of Chen-Harker-Kanzow-Smale smoothing function. A smoothing-type algorithm is constructed based on this characterization and the global convergence and locally quadratic convergence for the proposed algorithm are demonstrated.

MSC:
90C08 Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)
90C25 Convex programming
90C48 Programming in abstract spaces
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