On a commutative class of search directions for linear programming over symmetric cones (Q1599289): Difference between revisions
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English | On a commutative class of search directions for linear programming over symmetric cones |
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On a commutative class of search directions for linear programming over symmetric cones (English)
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9 June 2002
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The author investigates the complexity of rather general path-following techniques for linear programming problems over symmetric cones. In particular, a commutative class of search directions is studied. As abstract tool the author uses the approach given in the book \textit{J. Faraut} and \textit{A. Korányi} [Analysis on symmetric cones. Clarendon Press, Oxford (1994; Zbl 0841.43002)]. A study of it is recommended to be easier able to follow the applied concept of Euclidean Jordan algebra and Pierce decomposition.
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Symmetric cones
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primal-dual interior point methods
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Euclidean Jordan algebra
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complexity
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