Displaying similar documents to “A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone”

Numerical behavior of the method of projection onto an acute cone with level control in convex minimization

Robert Dylewski (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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We present the numerical behavior of a projection method for convex minimization problems which was studied by Cegielski [1]. The method is a modification of the Polyak subgradient projection method [6] and of variable target value subgradient method of Kim, Ahn and Cho [2]. In each iteration of the method an obtuse cone is constructed. The obtuse cone is generated by a linearly independent system of subgradients. The next approximation of a solution is the projection onto a translated...

The Lukacs-Olkin-Rubin theorem on symmetric cones through Gleason's theorem

Bartosz Kołodziejek (2013)

Studia Mathematica

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We prove the Lukacs characterization of the Wishart distribution on non-octonion symmetric cones of rank greater than 2. We weaken the smoothness assumptions in the version of the Lukacs theorem of [Bobecka-Wesołowski, Studia Math. 152 (2002), 147-160]. The main tool is a new solution of the Olkin-Baker functional equation on symmetric cones, under the assumption of continuity of respective functions. It was possible thanks to the use of Gleason's theorem.