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Cluster :  Tutorials

Session Information  : Tuesday Nov 07, 08:00 - 09:30

Title:  Tutorial: Linear Equations, Inequalities, Linear Programs (LP), and a New Efficient Algorithm

Abstract Details

Title: Linear Equations, Inequalities, Linear Programs (LP), and a New Efficient Algorithm
 Presenting Author: Katta G. Murty,Professor, Department of Industrial and Operations Engineering, 2773 IOE Building, 1205 Beal Avenue, University of Michigan, Ann Arbor MI 48109-2117, United States, murty@umich.edu
 
Abstract: LP (linear programming) is the 20th century extension of the classical subject linear algebra to solve systems of linear inequalities. In this talk we briefly review the history of the development of algorithms for linear equations, inequalities, and LPs. Then we review existing algorithms used for LPs, all of which depend on matrix inversion operations. We then discuss a new descent method that has the potential for solving LPs without matrix inversions.