Linear Systems in Jordan Algebras and Primal-dual Interior-point Algorithms
نویسنده
چکیده
We discuss a possibility of the extension of a primal-dual interior-point algorithm suggested recently in 1]. We consider optimization problems deened on the intersection of a symmetric cone and an aane subspace. The question of solvability of a linear system arising in the implementation of the primal-dual algorithm is analyzed. A nondegeneracy theory for the considered class of problems is developed. The Jordan algebra technique suggested in 5] plays major role in the present paper.
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تاریخ انتشار 1997