An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
From MaRDI portal
Publication:4859453
DOI10.1007/BF01432508zbMath0841.90093OpenAlexW2010082526MaRDI QIDQ4859453
Shu-Cherng Fang, H.-S. Jacob Tsao
Publication date: 7 January 1996
Published in: [https://portal.mardi4nfdi.de/entity/Q4289815 ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research] (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01432508
barrier functionsglobally convergent curved-search algorithmKarmarkar-type linear programmingsequence of unconstrained concave programsunconstrained dual approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A modification of Karmarkar's linear programming algorithm
- Least-norm linear programming solution as an unconstrained minimization problem
- A new polynomial-time algorithm for linear programming
- On the convex programming approach to linear programming
- Linearly constrained convex programming as unconstrained differentiable concave programming
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- A variation on Karmarkar’s algorithm for solving linear programming problems
- Curved search methods for unconstrained optimization
- An unconstrained convex programming approach to solving convex quadratic programming problems
- An unconstrained convex programming view of linear programming
- Linear programming with entropic perturbation