On the Convergence of Central Path and Generalized Proximal Point Method for Symmetric Cone Linear Programming

Authors

Zhensheng Yu, College of Science, University of Shanghai for Science and Technology, Shanghai, 200093, P.R.ChinaFollow
Yanyan Zhu
Qianqian Cao

Author Country (or Countries)

P.R.China

Abstract

In this paper, we consider the symmetric cone linear programming(SCLP), by using the Jordan-algebraic technique, we extend the generalized proximal point method in linear programming and semidefinite programming to the SCLP. Under some reasonable conditions, we obtain the convergence of primal central paths associated to the symmetric cone distance function.

Suggested Reviewers

N/A

Recommended Citation

Yu, Zhensheng; Zhu, Yanyan; and Cao, Qianqian (2013) "On the Convergence of Central Path and Generalized Proximal Point Method for Symmetric Cone Linear Programming," Applied Mathematics & Information Sciences: Vol. 07: Iss. 6, Article 24.
Available at: https://digitalcommons.aaru.edu.jo/amis/vol07/iss6/24