Linear programming with inequality constraints via entropic perturbation

DOI10.1155/S0161171296000257zbMath0843.90080OpenAlexW2122028571MaRDI QIDQ1907719

Shu-Cherng Fang, H.-S. Jacob Tsao

Publication date: 13 February 1996

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47472

zbMATH Keywords

linear inequality constraintsperturbation method\(\varepsilon\)-optimal solutioncross-entropy minimizationentropic perturbationdual convex programmingentropic path-following

Mathematics Subject Classification ID

Linear programming (90C05) Semi-infinite programming (90C34)

Related Items (2)

An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints ⋮ Silving Linear Programs With Inequality Constraints Via Perturbation of Feasible Region

This page was built for publication: Linear programming with inequality constraints via entropic perturbation