UNCONSTRAINED CONVEX-PROGRAMMING APPROACH TO LINEAR-PROGRAMMING

Authors
XU ZK FANG SC
Citation
Zk. Xu et Sc. Fang, UNCONSTRAINED CONVEX-PROGRAMMING APPROACH TO LINEAR-PROGRAMMING, Journal of optimization theory and applications, 86(3), 1995, pp. 745-752
Citations number
6
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
86
Issue
3
Year of publication
1995
Pages
745 - 752
Database
ISI
SICI code
0022-3239(1995)86:3<745:UCATL>2.0.ZU;2-4
Abstract
Recently, Fang proposed approximating a linear program in the Karmarka r standard form by adding an entropic barrier function to the objectiv e function and derived an unconstrained dual concave program. We prese nt in this note a necessary and sufficient condition for the existence of a dual optimal solution to the perturbed problem. In addition, a s harp upper bound of error estimation in this approximation scheme is p rovided.