Email this article Efficient numerical methods for entropy-linear programming problems
- Authors: Gasnikov A.V.1, Gasnikova E.B.2, Nesterov Y.E.3, Chernov A.V.2
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Affiliations:
- Institute for Information Transmission Problems
- Moscow Institute of Physics and Technology
- Center for Operations Research and Econometrics
- Issue: Vol 56, No 4 (2016)
- Pages: 514-524
- Section: Article
- URL: https://journal-vniispk.ru/0965-5425/article/view/178370
- DOI: https://doi.org/10.1134/S0965542516040084
- ID: 178370
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Abstract
Entropy-linear programming (ELP) problems arise in various applications. They are usually written as the maximization of entropy (minimization of minus entropy) under affine constraints. In this work, new numerical methods for solving ELP problems are proposed. Sharp estimates for the convergence rates of the proposed methods are established. The approach described applies to a broader class of minimization problems for strongly convex functionals with affine constraints.
About the authors
A. V. Gasnikov
Institute for Information Transmission Problems
Author for correspondence.
Email: gasnikov@yandex.ru
Russian Federation, Bolshoi Karetnyi per. 19/1, Moscow, 127051
E. B. Gasnikova
Moscow Institute of Physics and Technology
Email: gasnikov@yandex.ru
Russian Federation, Institutskii per. 9, Dolgoprudnyi, Moscow oblast, 141700
Yu. E. Nesterov
Center for Operations Research and Econometrics
Email: gasnikov@yandex.ru
Belgium, Louvain
A. V. Chernov
Moscow Institute of Physics and Technology
Email: gasnikov@yandex.ru
Russian Federation, Institutskii per. 9, Dolgoprudnyi, Moscow oblast, 141700
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