eng Affine scaling algorithm fails for semidefinite programming Muramatsu, Masakazu Article info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 1998 Semidefinite programming Affine scaling algorithm Global convergence analysis Mathematical Programming http://ddd.uab.cat/record/169 00255610v83n3p393 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..