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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 3, Pages 453–464 (Mi zvmmf22)  
This article is cited in 3 scientific papers (total in 3 papers)

Dual multiplicative algorithms for an entropy-linear programming problem

E. V. Gasnikova

Moscow Institute of Physics and Technology (State University), per. Institutskii 9, Dolgoprudnyi, Moscow oblast, 141700, Russia
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Abstract: A multiplicative-barrier generalization of the Cauchy gradient descent method is proposed and studied. The technique is used to search for dual variables in the entropy maximization problem with affine constraints, which arises, for example, in the simulation of equilibria in macroscopic systems. For this class of problems, the dual variables can be used to effectively determine the primal ones. The global convergence of the iterative algorithms proposed is proved.
Key words: multiplicative-barrier iterative algorithms, entropy-linear programming problem, dual problem, Lyapunov's indirect method, Lyapunov's direct method.
Received: 17.07.2007
Revised: 28.10.2008
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 3, Pages 439–449
DOI: https://doi.org/10.1134/S0965542509030063
Bibliographic databases:
Document Type: Article
UDC: 519.852
Language: Russian
Citation: E. V. Gasnikova, “Dual multiplicative algorithms for an entropy-linear programming problem”, Zh. Vychisl. Mat. Mat. Fiz., 49:3 (2009), 453–464; Comput. Math. Math. Phys., 49:3 (2009), 439–449
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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