Differential-algebraic approach to linear programming

M. Xiong, J. Wang, P. Wang

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

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 languageEnglish
Pages (from-to)443-470
Number of pages28
JournalJournal of Optimization Theory and Applications
Volume114
Issue number2
DOIs
Publication statusPublished - Aug 2002
Externally publishedYes

Keywords

  • differential-algebraic equations
  • dynamic systems
  • linear programming

Fingerprint

Dive into the research topics of 'Differential-algebraic approach to linear programming'. Together they form a unique fingerprint.

Cite this