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.
| Original language | English |
|---|---|
| Pages (from-to) | 443-470 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 114 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Aug 2002 |
| Externally published | Yes |
Research Keywords
- differential-algebraic equations
- dynamic systems
- linear programming
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