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Examples in the theory of convergence of the affine scaling method

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Abstract

Examples of homogeneous linear programming problems are investigated. The objective function of such a problem is not bounded below on a feasible set. A starting point is presented such that the affine scaling method generates a sequence of vectors that converges to zero.

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References

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Authors and Affiliations

  1. L. A. Melent’yev Institute of Energy Systems, Siberian Branch of the Russian Academy of Sciences, Irkutsk, Russia

    I. I. Dikin

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  1. I. I. Dikin
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Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 178–179, January–February 2006.

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Dikin, I.I. Examples in the theory of convergence of the affine scaling method. Cybern Syst Anal 42, 157–158 (2006). https://doi.org/10.1007/s10559-006-0048-9

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  • DOI: https://doi.org/10.1007/s10559-006-0048-9

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