Zeitschrift für Operations Research

, Volume 36, Issue 2, pp 149–161

An unconstrained convex programming view of linear programming

  • S. -C. Fang

DOI: 10.1007/BF01417214

Cite this article as:
Fang, S.-. ZOR - Methods and Models of Operations Research (1992) 36: 149. doi:10.1007/BF01417214


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.

Key words

Linear programmingBarrier FunctionEntropy FunctionGeometric ProgrammingConvex programming

Copyright information

© Physica-Verlag 1992

Authors and Affiliations

  • S. -C. Fang
    • 1
  1. 1.Graduate Program in Operations Research & Department of Industrial EngineeringNorth Carolina State UniversityRaleigh