Primal-dual algorithms and infinite-dimensional Jordan algebras of finite rank
We consider primal-dual algorithms for certain types of infinite-dimensional optimization problems. Our approach is based on the generalization of the technique of finite-dimensional Euclidean Jordan algebras to the case of infinite-dimensional JB-algebras of finite rank. This generalization enables us to develop polynomial-time primal-dual algorithms for “infinite-dimensional second-order cone programs.” We consider as an example a … Read more