We introduce an entropy-like proximal algorithm for the problem of minimizing a closed proper convex function subject to symmetric cone constraints. The algorithm is based on a distance-like function that is an extension of the Kullback-Leiber relative ...
Recently, there has been much interest in studying optimization problems over symmetric cones and second-order cone. This paper uses Euclidean Jordan algebras as a basic tool to introduce a new C-function to symmetric cone complementarity problems. Then ...
Recently, the study of symmetric cone complementarity problems has been a hot topic in the literature. Many numerical methods have been proposed for solving such a class of problems. Among them, the problems concerned are generally monotonic. In this ...
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