Affine scaling algorithm fails for semidefinite programming
نویسنده
چکیده
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 scaling fails for SDP
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ورودعنوان ژورنال:
- Math. Program.
دوره 83 شماره
صفحات -
تاریخ انتشار 1998