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

来源：

SYSTEMS & CONTROL LETTERS | 2001年 / 43卷 / 01期

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

页码：3 / 7

页数：5

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