Entropy linear programming
Abstract
We propose an efficient dual algorithm for ELP based on Fast Gradient Method. The basic idea - to solve properly regularized dual problem.
- Publication:
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arXiv e-prints
- Pub Date:
- October 2014
- DOI:
- 10.48550/arXiv.1410.7719
- arXiv:
- arXiv:1410.7719
- Bibcode:
- 2014arXiv1410.7719G
- Keywords:
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- Mathematics - Optimization and Control
- E-Print:
- 19 pages, in Russian