169
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..
Article de fons.
Semidefinite programming
Affine scaling algorithm
Global convergence analysis
Article
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Elsevier
vol. 83 n. 3 (1998) p. 393-406
83:3<393
Mathematical Programming
0025-5610
14
500497
http://ddd.uab.cat/uab/matpro/00255610v83n3p393.pdf
393
406
11
3
83
00255610v83n3
1998
ARTPUB