| Article ID: | iaor20002413 |
| Country: | Germany |
| Volume: | 50 |
| Issue: | 1 |
| Start Page Number: | 17 |
| End Page Number: | 25 |
| Publication Date: | Jan 1999 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Tian D.G., Fei Q. |
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 – ease of overflow in computing. Moreover, the global convergence of the gradient algorithm for the method is discussed.