Linear programming with inequality constraints via entropic perturbation
A dual convex programming approach to solving linear programs with inequality constraints through entropic perturbation is derived. The amount of perturbation required depends on the desired accuracy of the optimum. The dual program contains only non-positivity constraints. An ϵ-optimal solution to...
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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Wiley
1996-01-01
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| Schriftenreihe: | International Journal of Mathematics and Mathematical Sciences |
| Schlagworte: | |
| Online-Zugang: | http://dx.doi.org/10.1155/S0161171296000257 |
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