A long-step primal-dual algorithm for the symmetric programming problem

L. Faybusovich and R. Arana

Based on the techniques of Euclidean Jordan algebras, we prove complexity estimates for a long-step primal-dual algorithm for the optimization problem of minimization of a linear function on a feasible set obtained as the intersection of an affine subspace and a symmetric cone.

University of Notre Dame, December 1999

Contact: leonid.faybusovich.1@nd.edu


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