Affine scaling algorithm fails for semidefinite programming |
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| Authors: | Masakazu Muramatsu |
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| Affiliation: | (1) Department of Mechanical Engineering, Sophia University, 7-1 Kioi-cho, Chiyoda-ku, 102 Tokyo, Japan |
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| Abstract: | 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. |
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| Keywords: | Semidefinite programming Affine scaling algorithm Global convergence analysis |
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