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: | Diasparra M., Gzyl H. |
Keywords: | interior point methods, l1-norm |
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.