Jordan-algebraic aspects of nonconvex optimization over symmetric cones (Q2492877)

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scientific article; zbMATH DE number 5032613
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    Jordan-algebraic aspects of nonconvex optimization over symmetric cones
    scientific article; zbMATH DE number 5032613

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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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