Affine scaling algorithm fails for semidefinite programming

DOI10.1007/BF02680567zbMATH Open0920.90099MaRDI QIDQ1290670FDOQ1290670

Authors: Masakazu Muramatsu 

Publication date: 3 June 1999

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Recommendations

• Primal-dual affine-scaling algorithms fail for semidefinite programming
• The Affine Scaling Algorithm Fails for Stepsize 0.999
• A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
• Polynomial primal-dual affine scaling algorithms in semidefinite programming

zbMATH Keywords

semidefinite programmingaffine scalingglobal convergence analysis

Mathematics Subject Classification ID

Linear programming (90C05)

Cites Work

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• A new polynomial-time algorithm for linear programming
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• An Interior-Point Method for Semidefinite Programming
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Complementarity and nondegeneracy in semidefinite programming
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Title not available (Why is that?)
• A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
• Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming
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• A simple proof of a primal affine scaling method
• Title not available (Why is that?)
• A primal-dual potential reduction method for problems involving matrix inequalities
• Interior Point Trajectories in Semidefinite Programming
• A simplified global convergence proof of the affine scaling algorithm
• Global Convergence of a Long-Step Affine Scaling Algorithm for Degenerate Linear Programming Problems
• A variation on Karmarkar’s algorithm for solving linear programming problems
• A modification of Karmarkar's linear programming algorithm
• An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
• The Affine Scaling Algorithm Fails for Stepsize 0.999
• Affine-Scaling Trajectories Associated with a Semi-Infinite Linear Program
• A note on Mascarenhas' counterexample about global convergence of the affine scaling algorithm
• Primal-dual affine-scaling algorithms fail for semidefinite programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Matrix Generalization of Affine-Scaling Vector Fields

Cited In (6)

• An admissible dual internal point method for a linear semidefinite programming problem
• A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
• Numerical experiments with universal barrier functions for cones of Chebyshev systems
• Primal-dual affine-scaling algorithms fail for semidefinite programming
• Polynomial primal-dual cone affine scaling for semidefinite programming
• Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems

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