Chaotic Behavior of the Affine Scaling Algorithm for Linear Programming

  • Authors:

  • Ileana Castillo;Earl R. Barnes

  • Affiliations:

  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2000

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Abstract

The affine scaling algorithm for linear programming involves a step-size parameter t that must be chosen in the interval (0,1). It is known that the algorithm converges to an optimal solution for values of $t \le 2/3$. In this paper we examine the behavior of the algorithm for values of t 2/3. We show that for certain values of t in this range the algorithm can exhibit chaotic behavior.