On the entropic perturbation and exponential penalty methods for linear programming

DOI10.1007/BF02192539zbMath0851.90082MaRDI QIDQ1918012

Shu-Cherng Fang, H.-S. Jacob Tsao

Publication date: 22 August 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

barrier function methodpenalty function methodpath-following methodentropic perturbation approachexponential penalty approach

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items (3)

An entire space polynomial-time algorithm for linear programming ⋮ An exterior point polynomial-time algorithm for convex quadratic programming ⋮ On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems

Cites Work

• On the convergence of the exponential multiplier method for convex programming
• A new polynomial-time algorithm for linear programming
• On the convex programming approach to linear programming
• Deriving an unconstrained convex program for linear programming
• Stable exponential-penalty algorithm with superlinear convergence
• Asymptotic analysis of the exponential penalty trajectory in linear programming
• A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem
• Linearly constrained convex programming as unconstrained differentiable concave programming
• Unconstrained convex programming approach to linear programming
• An unconstrained convex programming approach to solving convex quadratic programming problems
• An unconstrained convex programming view of linear programming
• Linear programming with entropic perturbation

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