Work

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

Year: 1997

Type: article

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.

Source: Journal of Computational and Applied Mathematics

DOI: 10.1016/s0377-0427(97)00153-2

Author: Leonid Faybusovich

Institution: University of Notre Dame

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,250

Funder: National Science Foundation