Entropy linear programming
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Publication:6255877
arXiv1410.7719MaRDI QIDQ6255877FDOQ6255877
Evgenia Gasnikova, A. V. Chernov, A. V. Gasnikov, Yuri Nesterov
Publication date: 28 October 2014
Abstract: We propose an efficient dual algorithm for ELP based on Fast Gradient Method. The basic idea - to solve properly regularized dual problem.
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