T-algebras and linear optimization over symmetric cones
نویسنده
چکیده
Euclidean Jordan-algebra is a commonly used tool in designing interiorpoint algorithms for symmetric cone programs. T -algebra, on the other hand, has rarely been used in symmetric cone programming. In this paper, we use both algebraic characterizations of symmetric cones to extend the target-following framework of linear programming to symmetric cone programming. Within this framework, we design an efficient algorithm that finds the analytic centers of convex sets described by linear matrix and convex quadratic constraints. 2000 Mathematics Subject Classification. 90C25; 65K05.
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