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: [email protected]
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