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On the entropic perturbation and exponential penalty methods for linear programming |
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| Authors: | S C Fang H S J Tsao |
| Institution: | (1) Operations Research Program and Industrial Engineering Department, North Carolina State University, Raleigh, North Carolina;(2) Institute of Transportation Studies, University of California, Berkeley, California |
| 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.The work of the first author was supported partially by the North Carolina Supercomputing Center and 1995 Cray Research Grant. |
| Keywords: | Linear programming penalty function method barrier function method path-following method |
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