An extension of the entropic perturbation method of linear programming

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. Copyright Springer-Verlag Berlin Heidelberg 1999

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Year of publication:	1999
Authors:	Tian, D. G. ; Fei, Q.
Published in:	Computational Statistics. - Springer. - Vol. 50.1999, 1, p. 17-25
Publisher:	Springer
Subject:	Linear programming \| dual method \| entropic perturbation \| global convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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