An extension of the entropic perturbation method of linear programming

被引：0
|
作者：
Tian, DG [1 ]
Fei, Q [1 ]
机构：
[1] Huazhong Univ Sci & Technol, Inst Syst Engn, Wuhan 430074, Peoples R China
来源：
MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 1999年 / 50卷 / 01期
关键词：
linear programming; dual method; entropic perturbation; global convergence;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：17 / 25
页数：9
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