Primal-dual algorithms and infinite-dimensional Jordan algebras of finite rank
نویسندگان
چکیده
منابع مشابه
Primal-dual algorithms and infinite-dimensional Jordan algebras of finite rank
We consider primal-dual algorithms for certain types of infinite-dimensional optimization problems. Our approach is based on the generalization of the technique of finite-dimensional Euclidean Jordan algebras to the case of infinite-dimensional JB-algebras of finite rank. This generalization enables us to develop polynomial-time primal-dual algorithms for “infinite-dimensional second-order cone...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2003
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-003-0424-4