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