A Lie product type formula in Euclidean Jordan algebras
In this paper,we state and prove an analog of Lie product formula in the setting of Euclidean Jordan algebras.
In this paper,we state and prove an analog of Lie product formula in the setting of Euclidean Jordan algebras.
The smoothing-type algorithm is a powerful tool for solving the second-order cone programming (SOCP), which is in general designed based on a monotone line search. In this paper, we propose a smoothing-type algorithm for solving the SOCP with a non-monotone line search. By using the theory of Euclidean Jordan algebras, we prove that the proposed algorithm is globally and locally quadratically convergent under suitable assumptions. The preliminary numerical results are also reported which indicate...