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Entropy linear programming

We propose an efficient dual algorithm for ELP based on Fast Gradient Method. The basic idea - to solve properly regularized dual problem.

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Co-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipAuthorshipAuthorshipAuthorshipAuthorshipTopic signalWEntropy linear programmingpreprint / 2016AAlexander GasnikovResearcherAEvgenia GasnikovaResearcherAYurii NesterovResearcherAAlexey ChernovResearcherTmath.OC9232 works
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Entropy linear programming

preprint / 2016

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