The affine scaling algorithm fails for stepsize 0.999

被引：11
作者：
Mascarenhas, WF
机构：
来源：
SIAM JOURNAL ON OPTIMIZATION | 1997年 / 7卷 / 01期
关键词：
convergence; degeneracy; affine scaling algorithm;
D O I：
10.1137/S1052623493258404
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：34 / 46
页数：13
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