iEPPA : a MATLAB software for solving a class of structured LPs based on an inexact entropic proximal point algorithm
Hong T.M. Chu, Ling Liang, Kim-Chuan Toh, and Lei Yang
Corresponding author: Lei Yang (yanglei.math@gmail.com)
This is a software package for solving a class of structured linear programming problems of the form:
where
and the constraint matrices
The above problem includes an optimal transport LP as a special case, which is given by
An inexact entropic proximal-point algorithm is developed to solve (SLP); details can be found in the following reference, where higher order tensor variable is also allowed.
- H.T. Chu, L. Liang, K.C. Toh, and L. Yang, An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems, Computational Optimization and Applications, in print. arXiv:2011.14312
- Codes available at here