Title :
Interior-point methods and entropy
Author_Institution :
Dept. of Math., Notre Dame Univ., IN, USA
Abstract :
A novel interior-point algorithm related to entropy barrier functions is considered. An exponential rate of convergence to the optimal solution of corresponding vector fields is proved
Keywords :
convergence; entropy; linear programming; set theory; entropy barrier functions; exponential rate of convergence; interior-point algorithm; linear programming; optimal solution; set theory; vector fields; Entropy; Linear programming; Mathematics; Vectors; Virtual colonoscopy;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261499