On the chaotic behavior of the primal-dual affine-scaling algorithm for linear optimization

H Bruin1, R Fokkink2, G Gu3

  • 1Faculty of Mathematics, University of Vienna, Oskar Morgensternplatz 1 A-1090 Vienna, Austria.

Chaos (Woodbury, N.Y.)
|January 3, 2015
PubMed
Summary

This study reveals that chaotic behavior in quadratic maps, a template for interior point methods, is a generic phenomenon, not limited to specific linear optimization problems.

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