Barrier methods based on Jordan–Hilbert algebras for stochastic optimization in spin factors
Baha Alzalg
Abstract:Infinite-dimensional stochastic second-order cone programming involves minimizing linear functions over intersections of affine linear manifolds with infinite-dimensional second-order cones. However, even though there is a legitimate necessity to explore these methods in general spaces, there is an absence of infinite-dimensional counterparts for these methods. In this paper, we present decomposition logarithmic-barrier interior-point methods based on unital Jordan-Hilbert algebras for this class of optimizati… Show more
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