Todd's maximum-volume ellipsoid problem on symmetric cones

DOI10.1515/FORM.2011.014zbMath1235.90117MaRDI QIDQ3168637

Yongdo Lim

Publication date: 19 April 2011

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/form.2011.014

zbMATH Keywords

convex programming; geometric mean; interior point method; symmetric cone

Mathematics Subject Classification ID

90C25: Convex programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Cites Work

• Monotone functions on formally real Jordan algebras
• Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras
• Largest dual ellipsoids inscribed in dual cones
• Similarity and other spectral relations for symmetric cones
• Geometric means on symmetric cones
• Hyperbolic Polynomials and Convex Analysis
• Self-Scaled Barriers for Irreducible Symmetric Cones
• Several Jordan-algebraic aspects of optimization†
• Barrier Functions in Interior Point Methods
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• The Geometric Mean, Matrices, Metrics, and More
• Simultaneous diagonalization on simple Euclidean Jordan algebras and its applications
• Applications of geometric means on symmetric cones
• A Jordan-algebraic approach to potential-reduction algorithms
• A new positive definite geometric mean of two positive definite matrices