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In this paper, we study the problem of joint power control and beamforming design for simultaneous wireless information and power transfer (SWIPT) in an amplify-and-forward (AF) based two-way relaying (TWR) network. The considered system model consists of two source nodes and a relay node. Two single-antenna source nodes receive information and energy simultaneously via power splitting (PS) from the signals sent by a multi-antenna relay node. Our objective is to maximize the weighted sum energy at the two source nodes subject to quality of service (QoS) constraints and the transmit power constraints. However, the joint optimization of the relay beamforming matrix, the source transmit power and PS ratio is intractable. To find a closed-form solution of the formulated problem, we decouple the primal problem into two subproblems. In the first problem, we intend to optimize the beamforming vectors for given transmit powers and PS ratio. In the second subproblem, we optimize the remaining parameters with obtained beamformers. It is worth noting that although the corresponding subproblem are nonconvex, the optimal solution of each subproblem can be found by using certain techniques. The iterative optimization algorithm finally converges. Simulation results verify the effectiveness of the proposed joint design.