Affine scaling algorithm fails for semidefinite programming
Muramatsu, Masakazu

Data: 1998
Resum: 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. .
Drets: Tots els drets reservats.
Llengua: Anglès
Document: Article ; recerca ; Versió publicada
Matèria: Semidefinite programming ; Affine scaling algorithm ; Global convergence analysis
Publicat a: Mathematical Programming, vol. 83 n. 3 (1998) p. 393-406, ISSN 0025-5610



14 p, 488.8 KB
 Accés restringit a la UAB

El registre apareix a les col·leccions:
Articles > Articles de recerca
Articles > Articles publicats

 Registre creat el 2006-03-13, darrera modificació el 2023-06-03



   Favorit i Compartir