Jordan-algebraic aspects of nonconvex optimization over symmetric cones (Q2492877)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jordan-algebraic aspects of nonconvex optimization over symmetric cones |
scientific article |
Statements
Jordan-algebraic aspects of nonconvex optimization over symmetric cones (English)
0 references
15 June 2006
0 references
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.
0 references
Jordan algebras
0 references
potential-reduction algorithm
0 references
symmetric cone
0 references
nonconvex optimization
0 references
