Linear programming with entropic perturbation

DOI10.1007/BF01414155zbMath0777.90026OpenAlexW1980685696MaRDI QIDQ5286755

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

Publication date: 15 December 1993

Published in: ZOR - Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01414155

zbMATH Keywords

dualityquadratic rate of convergence\(\varepsilon\)-optimal solutionentropic perturbationcurved search algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Existence theories for free problems in two or more independent variables (49J10)

Related Items (9)

A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem ⋮ Implementation of an inexact approach to solving linear semi-infinite programming problems ⋮ Unconstrained convex programming approach to linear programming ⋮ 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 ⋮ An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints ⋮ An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions ⋮ A perturbation method for solving linear semi-infinite programming problems ⋮ Entropic perturbation method for solving a system of linear inequalities

Cites Work

• A new polynomial-time algorithm for linear programming
• A potential-reduction variant of Renegar's short-step path-following method for linear programming
• Quadratically constrained minimum cross-entropy analysis
• On the convex programming approach to linear programming
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Curved search methods for unconstrained optimization
• Entropy in linear programs
• Geometric Programming
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