A long-step primal-dual algorithm for the symmetric programming problem

被引:12
|
作者
Faybusovich, L [1 ]
Arana, R [1 ]
机构
[1] Univ Notre Dame, Dept Math, Notre Dame, IN 46556 USA
关键词
Jordan algebras; interior-point algorithms;
D O I
10.1016/S0167-6911(01)00092-5
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Based on the techniques of Euclidean Jordan algebras, we prove complexity estimates for a long-step primal-dual interior-point algorithm for the optimization problem of the minimization of a linear function on a feasible set obtained as the intersection of an affine subspace and a symmetric cone. This result provides a meaningful illustration of a power of the technique of Euclidean Jordan algebras applied to problems under consideration. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
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页码:3 / 7
页数:5
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