Linearly constrained convex programming as unconstrained differentiable concave programming

DOI10.1007/BF02192238zbMath0829.90108OpenAlexW2003615198MaRDI QIDQ1897463

Paul Tseng

Publication date: 27 August 1995

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

Full work available at URL: https://doi.org/10.1007/bf02192238

zbMATH Keywords

dualityapproximationsentropic barrier functionunconstrained differentiable concave program

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (2)

On the entropic perturbation and exponential penalty methods for linear programming ⋮ An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions

Cites Work

• Least-norm linear programming solution as an unconstrained minimization problem
• Deriving an unconstrained convex program for linear programming
• An unconstrained convex programming view of linear programming
• Convex Analysis
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