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 ≤ 2/3. 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.
No takes yet. Share an insight, caveat, or question.
Castillo et al. (2001) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: