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Linear programming with entropic perturbation

โœ Scribed by S. C. Fang; H. S. J. Tsao


Publisher
Springer
Year
1993
Tongue
English
Weight
713 KB
Volume
37
Category
Article
ISSN
0340-9422

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โœ Sengupta, Jati K. ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 237 KB

In a standard linear programming (LP) problem one solves for an optimal decision vector x, given the set ฮธ = (A, b, c) of parameters. However in most applied problems the parameters in the set ฮธ are unknown constants and therefore not given, but sample observations are usually available. Thus, in pr