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
1. Verfasser: Faybusovich, Leonid
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.
ISSN:0377-0427
1879-1778
DOI:10.1016/S0377-0427(97)00153-2