Affine scaling algorithm - Search Results - UAB Digital Repository of Documents

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14 p, 488.8 KB

Affine scaling algorithm fails for semidefinite programming / Muramatsu, Masakazu
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. [...]
1998
Mathematical Programming, vol. 83 n. 3 (1998) p. 393-406

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14 p, 528.4 KB

Improved complexity using higher-order correctors for primal-dual Dikin affine scaling / Jansen, Benjamin ; Roos, C. ; Terlaky, Tamás ; Ye, Y.
In this paper we show that the primal-dual Dikin affine scaling algorithm for linear programming of Jansen, Roos and Terlaky enhances an asymptotical O(V~nL) complexity by using corrector steps. We also show that the result remains valid when the method is applied to positive semi-definite linear complementarity problems.
1997
Mathematical Programming, vol. 76 n. 1 (1997) p. 117-130

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