Jordan-algebraic aspects of nonconvex optimization over symmetric cones (Q2492877): Difference between revisions
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Latest revision as of 20:54, 19 March 2024
scientific article
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| English | Jordan-algebraic aspects of nonconvex optimization over symmetric cones |
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Jordan-algebraic aspects of nonconvex optimization over symmetric cones (English)
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15 June 2006
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Basing on Jordan-algebraic techniques for nonconvex optimization, in this paper the authors study a generalization of potential-reduction algorithm due to \textit{Y. Ye} [Math. Program., Ser. A 52, 285--300 (1992; Zbl 0767.90065)] for optimization problems over symmetric cones with nonconvex quadratic cost functions. The total number of outer iterations of the algorithm is analyzed as well.
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Jordan algebras
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potential-reduction algorithm
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symmetric cone
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nonconvex optimization
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