To cite this record: http://ddd.uab.cat/record/169
Affine scaling algorithm fails for semidefinite programming
Muramatsu, Masakazu

Date: 1998
Abstract: 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. .
Language: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Subject: Semidefinite programming ; Affine scaling algorithm ; Global convergence analysis
Published in: Mathematical Programming, vol. 83 n. 3 (1998) p. 393-406, ISSN 0025-5610



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 Record created 2006-03-13, last modified 2014-06-14



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