Differential-Algebraic Approach to Linear Programming

M. Xiong, J. Wang and P. Wang
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M. Xiong: University of Texas at Houston
J. Wang: Chinese University of Hong Kong
P. Wang: James Madison University
Authors registered in the RePEc Author Service: Jessie Jiaxu Wang

Journal of Optimization Theory and Applications, 2002, vol. 114, issue 2, No 9, 443-470

Abstract: Abstract This paper presents a differential-algebraic approach for solving linear programming problems. The paper shows that the differential-algebraic approach is guaranteed to generate optimal solutions to linear programming problems with a superexponential convergence rate. The paper also shows that the path-following interior-point methods for solving linear programming problems can be viewed as a special case of the differential-algebraic approach. The results in this paper demonstrate that the proposed approach provides a promising alternative for solving linear programming problems.

Keywords: linear programming; dynamic systems; differential-algebraic equations (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1016095904048

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