Affine scaling algorithm fails for semidefinite programming

Masakazu Muramatsu

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, July 1996.