The Affine Scaling Algorithm Fails for Stepsize 0.999

  • Authors:

  • Walter F. Mascarenhas

  • Affiliations:

  • -

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1997

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Abstract

We present two examples in which the dual affine scaling algorithm converges to a vertex that is not optimal if at each iteration we move 0.999 of the step to the boundary of the feasible region.