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.

引用

页码：781 / 795

页数：15

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