P. Tseng, LINEARLY CONSTRAINED CONVEX-PROGRAMMING AS UNCONSTRAINED DIFFERENTIABLE CONCAVE PROGRAMMING, Journal of optimization theory and applications, 85(2), 1995, pp. 489-494
Citations number
7
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Recently, Fang proposed approximating a linear program in Karmarkar's
standard form by adding an entropic barrier function to the objective
function and using a certain geometric inequality to transform the res
ulting problem into an unconstrained differentiable concave program. W
e show that, by using standard duality theory for convex programming,
the results of Fang and his coworkers can be strengthened and extended
to linearly constrained convex programs and more general barrier func
tions.