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

被引：3

作者：

Valkonen, Tuomo ^{[1
,2
]}

机构：

[1] Univ Jyvaskyla, Dept Math Informat Technol, SF-40351 Jyvaskyla, Finland

[2] Karl Franzens Univ Graz, Inst Math & Sci Comp, Graz, Austria

来源：

OPTIMIZATION | 2013年 / 62卷 / 03期

关键词：

symmetric cone; Jordan algebra; diff-convex; filter method; interior point; JORDAN ALGEBRAS; NONCONVEX OPTIMIZATION; ALGORITHMS; SUM;

D O I：

10.1080/02331934.2011.585465

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We consider the extension of primal dual interior point methods for linear programming on symmetric cones, to a wider class of problems that includes approximate necessary optimality conditions for functions expressible as the difference of two convex functions of a special form. Our analysis applies the Jordan-algebraic approach to symmetric cones. As the basic method is local, we apply the idea of the filter method for a globalization strategy.

引用

页码：345 / 377

页数：33

共 33 条

[1] Second-order cone programming [J].