AFFINE SCALING ALGORITHM FAILS FOR SEMIDEFINITE PROGRAMMING

Authors
MURAMATSU M
Citation
M. Muramatsu, AFFINE SCALING ALGORITHM FAILS FOR SEMIDEFINITE PROGRAMMING, Mathematical programming, 83(3), 1998, pp. 393-406
Citations number
35
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming","Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
83
Issue
3
Year of publication
1998
Pages
393 - 406
Database
ISI
SICI code
0025-5610(1998)83:3<393:ASAFFS>2.0.ZU;2-M
Abstract
In this paper, we introduce an affine scaling algorithm for semidefini te programming (SDP), and give an example of a semidefinite program su ch that the affine scaling algorithm converges to a non-optimal point. Both our program and its dual have interior feasible solutions and un ique optimal solutions which satisfy strict complementarity, and they are non-degenerate everywhere. (C) 1998 The Mathematical Programming S ociety, Inc. Published by Elsevier Science B.V.