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Affine scaling algorithm fails for semidefinite programming
Muramatsu, Masakazu

Data: 1998
Resum: In this paper, we introduce an affine scaling algorithm for semidefine programming (SDP), and give an example of a semidefinite program such that the affine scaling algorithm converges to a non-optimal point. Both our program and its dual have interior feasible solutions and unique optimal solutions which satisfy strict complementarity, and they are non-degenerate everywhere. .
Llengua: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Matèria: Semidefinite programming ; Affine scaling algorithm ; Global convergence analysis
Publicat a: Mathematical Programming, vol. 83 n. 3 (1998) p. 393-406, ISSN 0025-5610

14 p, 488.8 KB
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