| Article ID: | iaor19971064 |
| Country: | Netherlands |
| Volume: | 71 |
| Issue: | 1 |
| Start Page Number: | 77 |
| End Page Number: | 100 |
| Publication Date: | Nov 1995 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Auslender Alfred, Haddou Mounir |
In this paper, an entropy-like proximal method for the minimization of a convex function subject to positivity constraints is extended to an interior algorithm in two directions. First, to general linearly constrained convex minimization problems and second, to variational inequalities on polyhedra. For linear programming, numerical results are presented and quadratic convergence is established.