Search Results - subject:"Euclidean Jordan algebra"

Equilibrium problems involving the Lorentz cone

Gajardo, Pedro; Seeger, Alberto - In: Journal of Global Optimization 58 (2014) 2, pp. 321-340

is representable as a cone of squares in a suitable Euclidean Jordan algebra. Copyright Springer Science+Business Media …

Persistent link: https://www.econbiz.de/10010994129

A REPRESENTATION THEOREM FOR LYAPUNOV-LIKE TRANSFORMATIONS ON EUCLIDEAN JORDAN ALGEBRAS

TAO, JIYUAN; GOWDA, M. SEETHARAMA - In: International Game Theory Review (IGTR) 15 (2013) 04, pp. 1340034-1

A Lyapunov-like (linear) transformation L on a Euclidean Jordan algebra V is defined by the condition $$x \in K …

Persistent link: https://www.econbiz.de/10011011318

STEIN LINEAR PROGRAMS OVER SYMMETRIC CONES

JEYARAMAN, I.; SIVAKUMAR, K. C.; VETRIVEL, V. - In: International Game Theory Review (IGTR) 15 (2013) 04, pp. 1340033-1

over symmetric cones in a Euclidean Jordan algebra V. We give sufficient conditions for the solvability of the Stein linear …

Persistent link: https://www.econbiz.de/10010711590

A representation theorem for Lyapunov-like transformations on Euclidean Jordan algebras

Tao, Jiyuan; Gowda, M. Seetharama - In: International game theory review 15 (2013) 4, pp. 1-11

Persistent link: https://www.econbiz.de/10010255124

Stein linear programs over symmetric cones

Jeyaraman, I.; Sivakumar, K. C.; Vetrivel, V. - In: International game theory review 15 (2013) 4, pp. 1-14

Persistent link: https://www.econbiz.de/10010255125

A semismooth Newton method for nonlinear symmetric cone programming

Kong, Lingchen; Meng, Qingmin - In: Computational Statistics 76 (2012) 2, pp. 129-145

In this paper, we employ the projection operator to design a semismooth Newton algorithm for solving nonlinear symmetric cone programming (NSCP). The algorithm is computable from theoretical standpoint and is proved to be locally quadratically convergent without assuming strict complementarity...

Persistent link: https://www.econbiz.de/10010847726

A semismooth Newton method for nonlinear symmetric cone programming

Kong, Lingchen; Meng, Qingmin - In: Mathematical Methods of Operations Research 76 (2012) 2, pp. 129-145

Persistent link: https://www.econbiz.de/10010950133

A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS

WANG, G. Q. - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 02, pp. 1250015-1

(\sqrt{r}\log{\frac{r}{\varepsilon}})$, is obtained, where r denotes the rank of the associated Euclidean Jordan algebra and ε the desired accuracy. …

Persistent link: https://www.econbiz.de/10011010826

More results on Schur complements in Euclidean Jordan algebras

Sznajder, Roman; Gowda, M.; Moldovan, Melania - In: Journal of Global Optimization 53 (2012) 1, pp. 121-134

Persistent link: https://www.econbiz.de/10010557858

Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming

Zhang, Jian; Zhang, Kecun - In: Computational Statistics 73 (2011) 1, pp. 75-90

is the rank of the associated Euclidean Jordan algebra and $${\epsilon\,{ > }\,0}$$ is a given tolerance. If the staring …

Persistent link: https://www.econbiz.de/10010847759