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线性对称锥规划的一步光滑牛顿法

A one-step smoothing Newton method for symmetric conic linear programming
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摘要 基于光滑Fischer-Burmeister函数,给出求解线性对称锥规划的一步光滑牛顿法.该算法在每一步迭代只需求解一个线性方程组,并进行一次线性搜索.不必满足严格互补,算法具有全局收敛性. Based on the Fischer-Burmeister smoothing function, a one-step smoothing Newton method is presented for solving the symmetric conic linear programming in this paper. This algorithm requires only solving one linear system of equations and performing one line search at each iteration. Without strict complementarity, the algorithm is shown to be globally convergent.
作者 迟晓妮 张所滨
机构地区 黄冈师范学院数学与信息科学学院
出处 《黄冈师范学院学报》 2009年第3期1-3,7,共4页 Journal of Huanggang Normal University
基金 黄冈师范学院博士基金项目(08cd158) 湖北省教育厅优秀中青年人才项目(Q20092701)
关键词 线性对称锥规划 光滑牛顿法 光滑Fischer—Burmeister函数 全局收敛 symmetric conic linear programming smoothing Newton method the Fischer-Burmeister smoothing function global convergence
分类号 O221 [理学—运筹学与控制论]
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参考文献8

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二级参考文献10

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黄冈师范学院学报
2009年 第3期

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