On the convex programming approach to linear programming

DOI10.1016/0167-6377(91)90001-6MaRDI QIDQ1180836zbMATH OpenOpenAlexFDO

Authors J. R. Rajasekera, Shu-Cherng Fang

Publication date 27 June 1992

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(91)90001-6

zbMATH Keywords

generalized geometric programmingKarmarkar's algorithm\(\varepsilon\)-optimal solutionunconstrained convex dual program

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3272827 (Why is no real title available?)
• A new polynomial-time algorithm for linear programming
• An approach to nonlinear programming
• Karmarkar's linear programming algorithm and Newton's method
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Unconstrained convex programming approach to linear programming

Cited in

(19)

• On Chubanov's Method for Linear Programming
• scientific article; zbMATH DE number 4135708 (Why is no real title available?)
• Understanding linear semi-infinite programming via linear programming over cones
• An unconstrained convex programming approach to solving convex quadratic programming problems
• Deriving an unconstrained convex program for linear programming
• Techniques of linear programming based on the theory of convex cones
• Linear-programming approach to nonconvex variational problems
• On the entropic perturbation and exponential penalty methods for linear programming
• On the adjustment problem for linear programs
• Unconstrained convex programming approach to linear programming
• Orthogonalizing linear operators in convex programming. I, II
• Solving the linear complementarity problem through concave programming
• On harmonic convexity (concavity) and application to non-linear programming problems.
• Using convex envelopes to solve the interactive fixed-charge linear programming problem
• On the convexification of nonlinear programming problems: An applications-oriented survey
• An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
• Linear programming with entropic perturbation
• Convex integration with linear constraints and its applications
• A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem

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