| Article ID: | iaor20001077 |
| Country: | Netherlands |
| Volume: | 83 |
| Issue: | 3 |
| Start Page Number: | 393 |
| End Page Number: | 406 |
| Publication Date: | Nov 1998 |
| Journal: | Mathematical Programming |
| Authors: | Muramatsu Masakazu |
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.