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 ; vol. 83 n. 3 (1998) p. 393-406
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..
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