An extension of the entropic perturbation method of linear programming |
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| Authors: | D G Tian Q Fei |
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| Institution: | Institute of System Engineering, Huazhong University of Science and Technology, Wuhan, 430074, PR China (e-mail: tdggltr@public.wh.hb.cn), CN
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| Abstract: | 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. |
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