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Title: On the chaotic behavior of the primal–dual affine–scaling algorithm for linear optimization

We study a one-parameter family of quadratic maps, which serves as a template for interior point methods. It is known that such methods can exhibit chaotic behavior, but this has been verified only for particular linear optimization problems. Our results indicate that this chaotic behavior is generic.
Authors:
 [1] ; ;  [2] ;  [3]
  1. Faculty of Mathematics, University of Vienna, Oskar Morgensternplatz 1 A-1090 Vienna (Austria)
  2. Delft University, Faculty of Electrical Engineering, Mathematics and Computer Science, P.O. Box 5031, 2600 GA Delft (Netherlands)
  3. Department of Mathematics, Nanjing University, Nanjing 210093 (China)
Publication Date:
OSTI Identifier:
22402515
Resource Type:
Journal Article
Resource Relation:
Journal Name: Chaos (Woodbury, N. Y.); Journal Volume: 24; Journal Issue: 4; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; ALGORITHMS; CHAOS THEORY; MAPS; OPTIMIZATION; SCALING