Extension of primal-dual interior point methods to diff-convex problems on symmetric cones
نویسنده
چکیده
We consider the extension of primal dual interior point methods for linear programming on symmetric cones, to a wider class of problems that includes approximate necessary optimality conditions for functions expressible as the difference of two convex functions of a special form. Our analysis applies the Jordan-algebraic approach to symmetric cones. As the basic method is local, we apply the idea of the filter method for a globalisation strategy.
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