A note on Mascarenhas' counterexample about global convergence of the affine scaling algorithm

DOI10.1007/S002459900127zbMATH Open0937.90065OpenAlexW2030190255WikidataQ124827885 ScholiaQ124827885MaRDI QIDQ1808697FDOQ1808697

Takashi Tsuchiya, Tamás Terlaky

Publication date: 25 November 1999

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900127

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zbMATH Keywords

linear programmingglobal convergenceinterior-point methodscounterexampleaffine scaling algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Cited In (4)

• Affine scaling algorithm fails for semidefinite programming
• A simplified global convergence proof of the affine scaling algorithm
• Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization
• Examples in the theory of convergence of the affine scaling method

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