Jordan-algebraic aspects of nonconvex optimization over symmetric cones

Leonid Faybusovich (leonid.faybusovich.1nd.edu)
Ye Lu (ylund.edu)

Abstract: We illustrate the usefulness of Jordan-algebraic technique for nonconvex optimization by considering a potential-reduction algorithm for a nonconvex quadratic function over the domain obtained as the intersection of a symmetric cone with an affine subspace

Keywords: Jordan algebras, symmetric cones, nonconvex optimization

Category 1: Global Optimization (Theory )

Citation: Preprint, September,2004

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Entry Submitted: 10/20/2004
Entry Accepted: 10/21/2004
Entry Last Modified: 10/20/2004

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