Thursday, 13:15 - 13:40 h, Room: H 2038

 

Chek Beng Chua
Weighted analytic centers for convex conic programming

 

Abstract:
We extend the target map, together with the weighted barriers and the weighted analytic centers, from linear programming to general convex conic programming. This extension is obtained from a novel geometrical perspective of the weighted barriers, that views a weighted barrier as a weighted sum of barriers for a strictly decreasing sequence of faces. Using the Euclidean Jordan-algebraic structure of symmetric cones, we give an algebraic characterization of a strictly decreasing sequence of its faces, and specialize this target map to produce a computationally-tractable target-following algorithm for symmetric cone programming. The analysis is made possible with the use of triangular automorphisms of the cone, a new tool in the study of symmetric cone programming.

 

Talk 1 of the contributed session Thu.2.H 2038
"Interior-point methods for conic programming" [...]
Cluster 4
"Conic programming" [...]

 

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