Affine scaling algorithm fails for semidefinite programming

作     者：Muramatsu, M 

作者机构：Sophia Univ Dept Mech Engn Chiyoda Ku Tokyo 102 Japan 

出 版 物：《MATHEMATICAL PROGRAMMING》 (数学规划)

年 卷 期：1998年第83卷第3期

页      面：393-406页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0835[工学-软件工程] 0701[理学-数学] 

基　　金：Ministry of Education  Culture  Sports  Science and Technology  MEXT 

主　　题：semidefinite programming affine scaling algorithm global convergence analysis 

摘      要：In this paper, we introduce an affine scaling algorithm for semidefinite 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. (C) 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.