Chaotic behavior of the affine scaling algorithm for linear programming

被引：4
|
作者：
Castillo, I [1 ]
Barnes, ER
机构：
[1] Inst Tecnol & Estudios Super Monterrey, Dept Ind Engn, Toluca, Mexico
[2] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
来源：
SIAM JOURNAL ON OPTIMIZATION | 2001年 / 11卷 / 03期
关键词：
affine scaling; step-size parameter; chaos;
D O I：
10.1137/S1052623496314070
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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 less than or equal to2/3. 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.
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页码：781 / 795
页数：15
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