Communications in Information and Systems
Volume 2 (2002)
Newton’s algorithm in Euclidean Jordan algebras, with applications to robotics
Pages: 283 – 298
We consider a convex optimization problem on linearly constrained cones in Euclidean Jordan algebras. The problem is solved using a damped Newton algorithm. Quadratic convergence to the global minimum is shown using an explicit step-size selection. Moreover, we prove that the algorithm is a smooth discretization of a Newton flow with Lipschitz continuous derivative.