A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
The affine scaling algorithm is one of the earliest interior point methods developed for linear programming. This algorithm is simple and elegant in terms of its geometric interpretation, but it is notoriously difficult to prove its convergence. It often requires additional restrictive conditions su...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Springer
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/72064 |