An extension of the entropic perturbation method of linear programming.

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Bibliographic Details
Title: An extension of the entropic perturbation method of linear programming.
Authors: Tian, D. G., Fei, Q.
Source: Mathematical Methods of Operations Research. 1999, Vol. 50 Issue 1, p17. 9p.
Subjects: Entropy, Perturbation theory, Linear programming
Abstract: Abstract. In this paper, an extended form of the entropic perturbation method of linear programming is given, which can overcome the weakness of the original method -- being easy of overflow in computing. Moreover, the global convergence of the gradient algorithm for the method is discussed. [ABSTRACT FROM AUTHOR]
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Database: Engineering Source
Description
Abstract:Abstract. In this paper, an extended form of the entropic perturbation method of linear programming is given, which can overcome the weakness of the original method -- being easy of overflow in computing. Moreover, the global convergence of the gradient algorithm for the method is discussed. [ABSTRACT FROM AUTHOR]
ISSN:14322994
DOI:10.1007/pl00020924