An unconstrained convex programming view of linear programming

Unternehmensforschung - Tập 36 - Trang 149-161 - 1992
S. -C. Fang1
1Graduate Program in Operations Research & Department of Industrial Engineering, North Carolina State University, Raleigh

Tóm tắt

The major interest of this paper is to show that, at least in theory, a pair of primal and dual “ɛ-optimal solutions” to a general linear program in Karmarkar's standard form can be obtained by solving an unconstrained convex program. Hence unconstrained convex optimization methods are suggested to be carefully reviewed for this purpose.

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