Linear programming with entropic perturbation
From MaRDI portal
Publication:5286755
DOI10.1007/BF01414155zbMath0777.90026MaRDI QIDQ5286755
Shu-Cherng Fang, H.-S. Jacob Tsao
Publication date: 15 December 1993
Published in: ZOR - Methods and Models of Operations Research (Search for Journal in Brave)
duality; quadratic rate of convergence; \(\varepsilon\)-optimal solution; entropic perturbation; curved search algorithm
90C25: Convex programming
90C05: Linear programming
49J10: Existence theories for free problems in two or more independent variables
Related Items
An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions, A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem, Entropic perturbation method for solving a system of linear inequalities, 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, An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints, A perturbation method for solving linear semi-infinite programming problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new polynomial-time algorithm for linear programming
- A potential-reduction variant of Renegar's short-step path-following method for linear programming
- Quadratically constrained minimum cross-entropy analysis
- On the convex programming approach to linear programming
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- Curved search methods for unconstrained optimization
- Entropy in linear programs
- Geometric Programming