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.
Similar content being viewed by others
Author information
Authors and Affiliations
Additional information
Manuscript received: July 1998/final version received: November 1998
Rights and permissions
About this article
Cite this article
Tian, D., Fei, Q. An extension of the entropic perturbation method of linear programming. Mathematical Methods of OR 50, 17–25 (1999). https://doi.org/10.1007/PL00020924
Issue Date:
DOI: https://doi.org/10.1007/PL00020924