A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming

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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...

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Bibliographic Details
Main Authors:	Qian, X., Liao, L., Sun, Jie
Format:	Journal Article
Published:	Springer 2018
Online Access:	http://hdl.handle.net/20.500.11937/72064

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