Article ID: | iaor20041760 |
Country: | Germany |
Volume: | 96 |
Issue: | 3 |
Start Page Number: | 409 |
End Page Number: | 438 |
Publication Date: | Jan 2003 |
Journal: | Mathematical Programming |
Authors: | Alizadeh F., Schmieta S.H. |
Keywords: | interior point methods |
In this paper we show that the so-called commutative class of primal–dual interior point algorithms which were designed by Monteiro and Zhang for semidefinite programming extends word-for-word to optimization problems over all symmetric cones. The machinery of Euclidean Jordan algebras is used to carry out this extension. Unlike some non-commutative algorithms such as the