An unconstrained convex programming view of linear programming

An unconstrained convex programming view of linear programming

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Article ID: iaor19921924
Country: Germany
Volume: 36
Start Page Number: 149
End Page Number: 161
Publication Date: Feb 1992
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

The major interest of this paper is to show that, at least in theory, a pair of primal and dual ‘•-optimal solutions’ to a general linear program in Karmarkar’s standard form can be obtained by solving an unconstrained convex program. Hence unconstrained convex optimization methods are suggested to be carefully reviewed for this purpose.

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