In this paper, we introduce an affine scaling algorithm for semidefini
te programming (SDP), and give an example of a semidefinite program su
ch that the affine scaling algorithm converges to a non-optimal point.
Both our program and its dual have interior feasible solutions and un
ique optimal solutions which satisfy strict complementarity, and they
are non-degenerate everywhere. (C) 1998 The Mathematical Programming S
ociety, Inc. Published by Elsevier Science B.V.