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| Home > Articles > Published articles > Affine scaling algorithm fails for semidefinite programming |
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| Home > Articles > Published articles > Affine scaling algorithm fails for semidefinite programming |
| 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. . |
| Form: | Article ; article ; publishedVersion |
| Subject: | Semidefinite programming ; Affine scaling algorithm ; Global convergence analysis |
| Published in: | Mathematical Programming. Elsevier, vol. 83 n. 3 (1998) p. 393-406, ISSN 0025-5610 |
14 p, 488.8 KB  Accés restringit a la UAB |
