Extension of primal-dual interior point methods to diff-convex problems on symmetric cones

DOI10.1080/02331934.2011.585465zbMath1291.90191WikidataQ110213465 ScholiaQ110213465MaRDI QIDQ4916325

Tuomo Valkonen

Publication date: 22 April 2013

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2011.585465

zbMATH Keywords

Jordan algebra; symmetric cone; interior point; filter method; diff-convex

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

49J53: Set-valued and variational analysis

17C99: Jordan algebras (algebras, triples and pairs)

Related Items

A long-step interior-point algorithm for symmetric cone Cartesian P_*(κ)-HLCP, Stability of saddle points via explicit coderivatives of pointwise subdifferentials, A method for weighted projections to the positive definite cone

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