Linear systems in Jordan algebras and primal-dual interior-point algorithms (Q1378999)
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English | Linear systems in Jordan algebras and primal-dual interior-point algorithms |
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Linear systems in Jordan algebras and primal-dual interior-point algorithms (English)
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7 April 1998
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The author discusses a possibility of the extension of a primal-dual interior-point algorithm for optimization problems of the form \[ \langle a,x\rangle \rightarrow \min X \in (b+X) \cap \Omega, \] where \(V\) is an Euclidean Jordan algebra, \(X\) is a vector subspace of \(V\), \(\Omega\) is the cone of squares of \(V\), \(a\in X, b \in X^\perp\). The question of solvability of a linear system arising in the implementation of the primal-dual algorithm is analyzed and a nondegeneracy theory for the considered class of problems is developed.
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primal-dual interior-point algorithm
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Euclidean Jordan algebra
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linear system
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