A Novel Algorithm for Linear Programming
Numerical Analysis
2013-03-21 v1 Optimization and Control
Abstract
The problem of optimizing a linear objective function,given a number of linear constraints has been a long standing problem ever since the times of Kantorovich, Dantzig and von Neuman. These developments have been followed by a different approach pioneered by Khachiyan and Karmarkar. In this paper we present an entirely new method for solving an old optimization problem in a novel manner, a technique that reduces the dimension of the problem step by step and interestingly is recursive. A theorem which proves the correctness of the approach is given. The method can be extended to other types of optimization problems in convex space, e.g. for solving a linear optimization problem subject to nonlinear constraints in a convex region.
Cite
@article{arxiv.1303.4942,
title = {A Novel Algorithm for Linear Programming},
author = {K. Eswaran},
journal= {arXiv preprint arXiv:1303.4942},
year = {2013}
}