Interior point methods: from linear optimization to symmetric optimization
Manuel V.C. Vieira – Professeur adjoint, Departamento de Matemática, Universidade Nova de Lisboa, Portugal
We give an introduction to interior point methods for linear optimization.... More specifically, we explain a variant of interior point methods that use kernel functions. We then generalize these methods to symmetric optimization, using tools provided by Euclidean Jordan algebras. A symmetric optimization problem can be defined as minimizing a linear function subject to linear constraints over a symmetric cone.