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
Schlagworte:	Algebra Applied sciences Exact sciences and technology Interior-point methods Jordan algebras Linear and multilinear algebra, matrix theory Linear systems Mathematical programming Mathematics Nonassociative rings and algebras Operational research and scientific management Operational research. Management science Sciences and techniques of general use
Online-Zugang:	Volltext
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