Title
Construction of proximal distances over symmetric cones
Date Issued
03 August 2017
Access level
metadata only access
Resource Type
journal article
Author(s)
Universidad Diego Portales
Publisher(s)
Taylor and Francis Ltd.
Abstract
This paper is devoted to the study of proximal distances defined over symmetric cones, which include the non-negative orthant, the second-order cone and the cone of positive semi-definite symmetric matrices. Specifically, our first aim is to provide two ways to build them. For this, we consider two classes of real-valued functions satisfying some assumptions. Then, we show that its corresponding spectrally defined function defines a proximal distance. In addition, we present several examples and some properties of this distance. Taking into account these properties, we analyse the convergence of proximal-type algorithms for solving convex symmetric cone programming (SCP) problems, and we study the asymptotic behaviour of primal central paths associated with a proximal distance. Finally, for linear SCP problems, we provide a relationship between the proximal sequence and the primal central path.
Start page
1301
End page
1321
Volume
66
Issue
8
Language
English
OCDE Knowledge area
Matemáticas aplicadas
Ingeniería de la construcción
Subjects
Scopus EID
2-s2.0-85009257879
Source
Optimization
ISSN of the container
02331934
DOI of the container
10.1080/02331934.2016.1277998
Sponsor(s)
This research was supported by CONICYT-Chile, via FONDECYT [project 1160894] (Julio López); Postdoctoral Scholarship CAPES-FAPERJ Edital [PAPD-2011] (Erik Alex Papa).
Sources of information:
Directorio de Producción Científica
Scopus