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A nonlinear equation for linear programming

✍ Scribed by P. W. Smith; H. Wolkowicz


Publisher
Springer-Verlag
Year
1986
Tongue
English
Weight
149 KB
Volume
34
Category
Article
ISSN
0025-5610

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In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are i.i.d. Gaussian variables, we compute the distribution of the