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
收藏
页码:3 / 7
页数:5
相关论文
共 50 条
  • [31] An inexact primal-dual algorithm for semi-infinite programming
    Bo Wei
    William B. Haskell
    Sixiang Zhao
    Mathematical Methods of Operations Research, 2020, 91 : 501 - 544
  • [32] A primal-dual interior-point algorithm for quadratic programming
    Juan Dominguez
    María D. González-Lima
    Numerical Algorithms, 2006, 42 : 1 - 30
  • [33] A PRIMAL-DUAL ALGORITHM FOR BSDES
    Bender, Christian
    Schweizer, Nikolaus
    Zhuo, Jia
    MATHEMATICAL FINANCE, 2017, 27 (03) : 866 - 901
  • [34] Primal-dual methods for linear programming
    Univ. Californa San Diego, dep. mathematics, La Jolla CA 92093, United States
    Mathematical Programming, Series B, 1995, 70 (03): : 251 - 277
  • [35] A Long-Step, Cutting Plane Algorithm for Linear and Convex Programming
    John E. Mitchell
    Srinivasan Ramaswamy
    Annals of Operations Research, 2000, 99 : 95 - 122
  • [36] Primal-dual methods for linear programming
    Gill, PE
    Murray, W
    Ponceleon, DB
    Saunders, MA
    MATHEMATICAL PROGRAMMING, 1995, 70 (03) : 251 - 277
  • [37] A long-step, cutting plane algorithm for linear and convex programming
    Mitchell, JE
    Ramaswamy, S
    ANNALS OF OPERATIONS RESEARCH, 2000, 99 (1-4) : 95 - 122
  • [38] A polynomial primal-dual affine scaling algorithm for symmetric conic optimization
    Ali Mohammad-Nezhad
    Tamás Terlaky
    Computational Optimization and Applications, 2017, 66 : 577 - 600
  • [39] A polynomial primal-dual affine scaling algorithm for symmetric conic optimization
    Mohammad-Nezhad, Ali
    Terlaky, Tamas
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2017, 66 (03) : 577 - 600
  • [40] Long-step path-following algorithm for solving symmetric programming problems with nonlinear objective functions
    Faybusovich, Leonid
    Zhou, Cunlu
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 72 (03) : 769 - 795