The Affine Scaling Algorithm Fails for Stepsize 0.999

DOI10.1137/S1052623493258404MaRDI QIDQ3124035zbMATH OpenOpenAlexFDO

Authors Walter F. Mascarenhas

Publication date 5 October 1997

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623493258404

zbMATH Keywords

convergencedegeneracydual affine scaling algorithm

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Optimization problems in solid mechanics (74P99) Linear programming (90C05)

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• Trust region affine scaling algorithms for linearly constrained convex and concave programs
• Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization
• A note on Mascarenhas' counterexample about global convergence of the affine scaling algorithm
• A simple canonical form for nonlinear programming problems and its use
• Examples in the theory of convergence of the affine scaling method
• Loss and retention of accuracy in affine scaling methods
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• On the chaotic behavior of the primal-dual affine-scaling algorithm for linear optimization
• The divergence of the barycentric Padé interpolants
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