169
20150107120126.0
00255610v83n3p393
eng
Muramatsu, Masakazu
Affine scaling algorithm fails for semidefinite programming
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..
Anglès.
recerca
Semidefinite programming
Affine scaling algorithm
Global convergence analysis
Article
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
vol. 83 n. 3 (1998) p. 393-406
Mathematical Programming
0025-5610
14
500497
http://ddd.uab.cat/uab/matpro/00255610v83n3p393.pdf
393
406
11
3
83
00255610v83n3
1998
ARTPUB
MATPRO