| 线性对称锥规划的一步光滑牛顿法 |
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| 引用本文： | 迟晓妮,张所滨.线性对称锥规划的一步光滑牛顿法[J].黄冈师范学院学报,2009,29(3):1-3,7. |
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| 作者姓名： | 迟晓妮 张所滨 |
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| 作者单位： | 黄冈师范学院,数学与信息科学学院,湖北,黄州,438000 |
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| 基金项目： | 黄冈师范学院博士基金项目，湖北省教育厅优秀中青年人才项目 |
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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．
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| 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 |
A one-step smoothing Newton method for symmetric conic linear programming |
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| CHI Xiao-ni,ZHANG Suo-bin.A one-step smoothing Newton method for symmetric conic linear programming[J].Journal of Huanggang Normal University,2009,29(3):1-3,7. |
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| Authors: | CHI Xiao-ni ZHANG Suo-bin |
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| Institution: | ( College of Mathematics and Information Science, Huanggang Normal University, Huangzhou 438000, Hubei, China) |
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| Abstract: | 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. |
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| Keywords: | symmetric conic linear programming smoothing Newton method the Fischer-Burmeister smoothing function global convergence |
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