Entropic approach to interior point solution of linear programs

DOI10.1016/S0096-3003(02)00365-XzbMath1030.65064OpenAlexW2010314206MaRDI QIDQ1399799

M. Diasparra, Henryk Gzyl

Publication date: 30 July 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(02)00365-x

zbMATH Keywords

regularization methodinterior point methodsmaximum entropy methodlinear programssuboptimal solutions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Cites Work

• Unnamed Item
• Linear programming with maximum entropy
• Matrix scaling, entropy minimization, and conjugate duality. I: Existence conditions
• On some methods for entropy maximization and matrix scaling
• The maximum entropy method on the mean: Applications to linear programming and superresolution
• Asymptotic analysis of the exponential penalty trajectory in linear programming
• Maxentropic reconstruction with uncertainty in the data and varying a priori information
• Information Theory and Statistical Mechanics
• Entropy in linear programs

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