New class of multiplicative algorithms for solving of entropy-linear programs

The general entropy-linear program (ELP) is considered. Two types of the new coordinate-wise multiplicative algorithms with p-active variables and feedback control with respect to dual variables and mixed type (dual and primal variables) are proposed for solving the problem. Study of algorithms convergence is based on a stability analysis of the auxiliary differential equations that are continuous analogues of the algorithms. (c) 2005 Elsevier B.V. All rights reserved.