• Title of article

    Linear systems in Jordan algebras and primal-dual interior-point algorithms

  • Author/Authors

    Faybusovich، نويسنده , , Leonid، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    27
  • From page
    149
  • To page
    175
  • Abstract
    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.
  • Keywords
    interior-point methods , Jordan algebras , Linear systems
  • Journal title
    Journal of Computational and Applied Mathematics
  • Serial Year
    1997
  • Journal title
    Journal of Computational and Applied Mathematics
  • Record number

    1548527