An unconstrained convex programming view of linear programming

DOI10.1007/BF01417214MaRDI QIDQ4007117zbMATH OpenOpenAlexFDO

Authors Shu-Cherng Fang

Publication date 27 September 1992

Published in ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01417214

zbMATH Keywords

computation of \(\varepsilon\)-optimal solutionsdual problementropic barrier functioninterior-point methodunconstrained convex programming

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05) Convex programming (90C25) Nonlinear programming (90C30)

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Cites work

• A new polynomial-time algorithm for linear programming
• Confidence levels using noral approxiation to modifiedt-Statistics for dependent Variables
• Convex Analysis
• Entropy in linear programs
• Geometric Programming
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• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Quadratically constrained minimum cross-entropy analysis
• Symmetric Duality for Generalized Unconstrained Geometric Programming

Cited in

(23)

• On the convex programming approach to linear programming
• Deriving an unconstrained convex program for linear programming
• A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem
• Perturbing the dual feasible region for solving convex quadratic programs
• Entropic perturbation method for solving a system of linear inequalities
• Linearly constrained convex programming as unconstrained differentiable concave programming
• Implementation of an inexact approach to solving linear semi-infinite programming problems
• Unconstrained convex programming approach to linear programming
• On the entropic perturbation and exponential penalty methods for linear programming
• The convergent behavior for parametric generalized vector equilibrium problems
• A perturbation method for solving linear semi-infinite programming problems
• An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
• An unconstrained convex programming approach to solving convex quadratic programming problems
• scientific article; zbMATH DE number 1528596 (Why is no real title available?)
• Generalized Sinkhorn iterations for regularizing inverse problems using optimal mass transport
• scientific article; zbMATH DE number 1372508 (Why is no real title available?)
• scientific article; zbMATH DE number 818537 (Why is no real title available?)
• An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
• Linear programming with entropic perturbation
• Semi-discrete optimal transport: hardness, regularization and numerical solution
• Complementary composite minimization, small gradients in general norms, and applications
• An efficient algorithm for entropic optimal transport under martingale-type constraints
• Unrestricted variables in linear programming

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