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Abstract : |
We discuss a possibility of the extension of a primal-dual interior-point algorithm suggested recently in [1]. We consider optimization problems defined on the intersection of a symmetric cone and an affine subspace. The question of solvability of a linear system arising in the implementation of the primal-dual algorithm is analyzed. A nondegeneracy theory for the considered class of problems is developed. The Jordan algebra technique suggested in [5] plays major role in the present paper., |
