Asymptotic analysis of the exponential penalty trajectory in linear programming
From MaRDI portal
Recommendations
- On the entropic perturbation and exponential penalty methods for linear programming
- Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
- On the -exponential trajectory of linear programming
- scientific article; zbMATH DE number 823376
- Quadratic rate of convergence for a primal-dual exponential penalty algorithm
Cites work
- scientific article; zbMATH DE number 3644821 (Why is no real title available?)
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 4012323 (Why is no real title available?)
- scientific article; zbMATH DE number 4089320 (Why is no real title available?)
- scientific article; zbMATH DE number 4126998 (Why is no real title available?)
- scientific article; zbMATH DE number 4184947 (Why is no real title available?)
- A new polynomial-time algorithm for linear programming
- An exponential penalty method for nondifferentiable minimax problems with general constraints
- Entropy in linear programs
- Interior-point methods for convex programming
- Inverse barrier methods for linear programming
- On some methods for entropy maximization and matrix scaling
- Path-Following Methods for Linear Programming
- Stable exponential-penalty algorithm with superlinear convergence
Cited in
(48)- Asymptotic analysis of domain decomposition for optimal transport
- Convergence of entropic schemes for optimal transport and gradient flows
- Quantitative uniform stability of the iterative proportional fitting procedure
- Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces
- Lp approximation of variational problems in L1 and L∞
- Detecting data-driven robust statistical arbitrage strategies with deep neural networks
- Asymptotics for semidiscrete entropic optimal transport
- Quadratic rate of convergence for a primal-dual exponential penalty algorithm
- Steepest descent evolution equations: asymptotic behavior of solutions and rate of convergence
- Entropic regularization in hierarchical games
- Enhanced computation of the proximity operator for perspective functions
- Semidual regularized optimal transport
- Semi-discrete optimal transport: hardness, regularization and numerical solution
- Entropic model predictive optimal transport over dynamical systems
- Entropic optimal transport: geometry and large deviations
- Supervised optimal transport
- Computation of optimal transport and related hedging problems via penalization and neural networks
- On the -exponential trajectory of linear programming
- Steepest descent with curvature dynamical system
- From optimal transport to discrepancy
- Viscosity approximation methods for fixed-points problems
- A fast solver for generalized optimal transport problems based on dynamical system and algebraic multigrid
- Learning to match via inverse optimal transport
- Dual space preconditioning for gradient descent
- Optimal transportation, modelling and numerical simulation
- Iterative Bregman projections for regularized transportation problems
- Coupling the proximal point algorithm with approximation methods
- Empirical regularized optimal transport: statistical theory and applications
- Quantitative stability of regularized optimal transport and convergence of Sinkhorn's algorithm
- Dual convergence of the proximal point method with Bregman distances for linear programming
- On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization
- Stability and sample complexity of divergence regularized optimal transport
- Complementary composite minimization, small gradients in general norms, and applications
- Why the logarithmic barrier function in convex and linear programming?
- An interior-proximal method for convex linearly constrained problems and its extension to variational inequalities
- Domain decomposition for entropy regularized optimal transport
- Calmness of partially perturbed linear systems with an application to the central path
- Entropic approach to interior point solution of linear programs
- Regularized optimal transport and the rot mover's distance
- Entropic optimal transport: convergence of potentials
- A convergence result for nonautonomous subgradient evolution equations and its application to the steepest descent exponential penalty trajectory in linear programming
- Hybrid extragradient proximal algorithm coupled with parametric approximation and penalty/barrier methods
- Convergence rate of general entropic optimal transport costs
- On the entropic perturbation and exponential penalty methods for linear programming
- On the effectiveness of Richardson extrapolation in data science
- Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
- Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm
- Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems
This page was built for publication: Asymptotic analysis of the exponential penalty trajectory in linear programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1341567)
