On the convex programming approach to linear programming

For a general linear program in Karmarkar’s standard form, Fang recently proposed a new approach which would find an •-optimal solution by solving an unconstrained conveal dual program. The dual was constructed by applying generalized geometric programming theory to a linear programming problem. In this paper the authors show that Fang’s results can be obtained directly using a simple geometric inequality. The new approach provides a better •-optimal solution generation scheme in a simpler way.