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

被引：188

作者：

Faybusovich, L ^{[1
]}

机构：

[1] UNIV NOTRE DAME,DEPT MATH,NOTRE DAME,IN 46556

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1997年 / 86卷 / 01期

基金：

美国国家科学基金会;

关键词：

interior-point methods; linear systems; Jordan algebras;

D O I：

10.1016/S0377-0427(97)00153-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：149 / 175

页数：27

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