Entropic approach to interior point solution of linear programs

Entropic approach to interior point solution of linear programs

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Article ID: iaor2005392
Country: United States
Volume: 143
Issue: 2/3
Start Page Number: 339
End Page Number: 347
Publication Date: Nov 2003
Journal: Applied Mathematics and Computation
Authors: ,
Keywords: interior point methods, l1-norm
Abstract:

We present a maxentropic approach for obtaining interior, suboptimal solutions to a linear programming problem (not necessarily in Karmarkar's canonical form). Each suboptimal solution lies in the relative interior set of feasible solutions. We present an application to the problem of obtaining reconstructions of minimal weighted L-1 norm of a function from the knowledge of a few of its Fourier coefficients.

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