Unconstrained convex programming approach to linear programming

DOI10.1007/BF02192167MaRDI QIDQ1905944zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 6 August 1996

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02192167

zbMATH Keywords

perturbationsapproximation schemeentropic barrier functionsharp upper bound of error estimationunconstrained dual concave program

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05)

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Cites work

• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• A new polynomial-time algorithm for linear programming
• An unconstrained convex programming view of linear programming
• Deriving an unconstrained convex program for linear programming
• Least-norm linear programming solution as an unconstrained minimization problem
• Linear programming with entropic perturbation

Cited in

(11)

• scientific article; zbMATH DE number 818537 (Why is no real title available?)
• Unrestricted variables in linear programming
• An unconstrained convex programming approach to solving convex quadratic programming problems
• On the convex programming approach to linear programming
• Linearly constrained convex programming as unconstrained differentiable concave programming
• An unconstrained convex programming view of linear programming
• An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
• scientific article; zbMATH DE number 1528596 (Why is no real title available?)
• On the entropic perturbation and exponential penalty methods for linear programming
• Approximation of linear programs by Bregman's \(D_F\) projections
• Extension of unconstrained minimization methods to linearly constrained problems

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