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Selected Works of H.-S. Jacob Tsao
Article
On the Entropic Perturbation and Exponential Penalty Methods for Linear Programming
Journal of Optimization Theory and Applications (1996)
  • Shu-Cherng Fang, North Carolina State University at Raleigh
  • Jacob Tsao, San Jose State University
Link
Abstract

This note points out that the recently proposed exponential penalty approach to linear programming is identical to the well-known entropic perturbation approach. The primal and dual trajectories provided by these two approaches are shown to be equivalent.

Disciplines
Publication Date
July, 1996
Publisher Statement
SJSU users: use the following link to login and access the article via SJSU databases
Citation Information
Shu-Cherng Fang and Jacob Tsao. "On the Entropic Perturbation and Exponential Penalty Methods for Linear Programming" Journal of Optimization Theory and Applications Vol. 90 Iss. 1 (1996)
Available at: http://works.bepress.com/jacob_tsao/31/