Affine scaling algorithm fails for semidefinite programming

Fecha:	1998
Resumen:	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. .
Derechos:	Tots els drets reservats.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Semidefinite programming ; Affine scaling algorithm ; Global convergence analysis
Publicado en:	Mathematical Programming, vol. 83 n. 3 (1998) p. 393-406, ISSN 0025-5610

14 p, 488.8 KB

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