Extension of smoothing Newton algorithms to solve linear programming over symmetric cones

Abstract

There recently has been much interest in studying some optimization problems over symmetric cones. This paper deals with linear programming over symmetric cones (SCLP). The objective here is to extend the Qi-Sun-Zhou’s smoothing Newton algorithm to solve SCLP, where characterization of symmetric cones using Jordan algebras forms the fundamental basis for… (More)
DOI: 10.1007/s11424-011-8045-0

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