Linear systems in Jordan algebras and primal-dual interior-point algorithms
We discuss a possibility of the extension of a primal-dual interior-point algorithm suggested recently by Alizadeh et al. (1994). We consider optimization problems defined on the intersection of a symmetric cone and an affine subspace. The question of solvability of a linear system arising in the im...
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Veröffentlicht in: | Journal of computational and applied mathematics 1997-11, Vol.86 (1), p.149-175 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We discuss a possibility of the extension of a primal-dual interior-point algorithm suggested recently by Alizadeh et al. (1994). We consider optimization problems defined on the intersection of a symmetric cone and an affine subspace. The question of solvability of a linear system arising in the implementation of the primal-dual algorithm is analyzed. A nondegeneracy theory for the considered class of problems is developed. The Jordan algebra technique suggested by Faybusovich (1995) plays major role in the present paper. |
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ISSN: | 0377-0427 1879-1778 |
DOI: | 10.1016/S0377-0427(97)00153-2 |