A Jordan-algebraic approach to potential-reduction algorithms

L. Faybusovich

We consider A Jordan-algebraic version of the primal- dual potential reduction algorithm of M. Kojima , S. Mizuno and A.Yoshise. Our approach is simpler than one of Nesterov and Todd , yields better guaranteed decrease of the potential function and quite similar to the linear programming case. We consider the linear monotone complementarity problems for domains obtained as the intersection of an affine subspace and the Cartesian product of symmetric cones (the possibility of such a generalization has been already mentioned by M. Todd).

Research report, Department of Mathematics, University of Notre Dame, April, 1998

Contact: lfaybuso@toda.math.nd.edu