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Differential-Algebraic Approach to Linear Programming |
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| Authors: | Xiong M Wang J Wang P |
| Institution: | (1) School of Public Health, University of Texas at Houston, Houston, Texas;(2) Department of Automation and Computer-Aided Engineering, Chinese University of Hong Kong, Shatin, New Territories, Hong Kong;(3) Department of Information and Decision Sciences, James Madison University, Harrisonburg, Virginia |
| 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 |
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