Geodesic
Efficient numerical methods for entropy-linear programming problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 4, pp. 523-534

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Entropy-linear programming (ELP) problems arise in various applications. They are usually written as the maximization of entropy (minimization of minus entropy) under affine constraints. In this work, new numerical methods for solving ELP problems are proposed. Sharp estimates for the convergence rates of the proposed methods are established. The approach described applies to a broader class of minimization problems for strongly convex functionals with affine constraints. 
@article{ZVMMF_2016_56_4_a1,
     author = {A. V. Gasnikov and E. V. Gasnikova and Yu. E. Nesterov and A. V. Chernov},
     title = {Efficient numerical methods for entropy-linear programming problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {523--534},
     publisher = {mathdoc},
     volume = {56},
     number = {4},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_4_a1/}
}
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A. V. Gasnikov; E. V. Gasnikova; Yu. E. Nesterov; A. V. Chernov. Efficient numerical methods for entropy-linear programming problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 4, pp. 523-534. http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_4_a1/