An unconstrained convex programming view of linear programming

DOI10.1007/BF01417214zbMath0759.90064OpenAlexW2057481738MaRDI QIDQ4007117

Shu-Cherng Fang

Publication date: 27 September 1992

Published in: [https://portal.mardi4nfdi.de/entity/Q3199221 ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01417214

zbMATH Keywords

dual probleminterior-point methodentropic barrier functionunconstrained convex programmingcomputation of \(\varepsilon\)-optimal solutions

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (13)

A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem ⋮ Linearly constrained convex programming as unconstrained differentiable concave programming ⋮ Implementation of an inexact approach to solving linear semi-infinite programming problems ⋮ Unconstrained convex programming approach to linear programming ⋮ Perturbing the dual feasible region for solving convex quadratic programs ⋮ An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem ⋮ On the entropic perturbation and exponential penalty methods for linear programming ⋮ Semi-discrete optimal transport: hardness, regularization and numerical solution ⋮ An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions ⋮ The convergent behavior for parametric generalized vector equilibrium problems ⋮ A perturbation method for solving linear semi-infinite programming problems ⋮ Generalized Sinkhorn Iterations for Regularizing Inverse Problems Using Optimal Mass Transport ⋮ Entropic perturbation method for solving a system of linear inequalities

Cites Work

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• A new polynomial-time algorithm for linear programming
• Quadratically constrained minimum cross-entropy analysis
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Entropy in linear programs
• Confidence levels using noral approxiation to modifiedt-Statistics for dependent Variables
• Geometric Programming
• Convex Analysis
• Symmetric Duality for Generalized Unconstrained Geometric Programming

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