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
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