Affine scaling algorithm fails for semidefinite programming
نویسندگان
چکیده
منابع مشابه
Affine scaling algorithm fails for semidefinite programming
In this paper, we introduce an aane scaling algorithm for semideenite programming, and give an example of a semideenite program such that the aane 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 nondegenerate everywhere. Abbreviated Title: AAne scal...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1998
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02680567