Convex quadratic programming with weighted entropic perturbation

We extend the unconstrained convex programming approach to solving the standard-form quadratic programming problem with weighted entropic perturbation. We construct a geometric dual problem for the proposed problem and we prove their weak and strong duality theorems.

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Bibliographic Details
Published in:Bulletin mathématiques de la Société des sciences mathématiques de Roumanie 2009-01, Vol.52 (100) (1), p.57-64
Main Authors: Preda, Vasile, Bălcău, Costel
Format: Article
Language:English
Subjects:
Entropy
Interior points
Linear programming
Mathematical duality
Mathematical vectors
Optimal solutions
Probability distributions
Quadratic programming
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Description
Summary:We extend the unconstrained convex programming approach to solving the standard-form quadratic programming problem with weighted entropic perturbation. We construct a geometric dual problem for the proposed problem and we prove their weak and strong duality theorems.
ISSN:1220-3874
2065-0264