Affine scaling algorithm fails for semidefinite programming
We introduce an affine scaing algorithm for
semidefinite programming, 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 nondegenerate everywhere.
Research report No.16,
Department of Mechanical Engineering, Sophia University,