Numerical representations of a universal subspace flow for linear programs

DOI10.4310/CIS.2008.V8.N2.A2MaRDI QIDQ1024926zbMATH OpenFDO

Authors P.-A. Absil

Publication date 17 June 2009

Published in Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.cis/1240325285

zbMATH Keywords

double bracket flowGrassmann manifoldGrassmannianlinear programmingOja's flowordinary differential equationStiefel manifold

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Linear programming (90C05)

Review text

This paper is organized as follows. In Section 2, the author briefly reviews the basics of linear programming and the central path. He also introduces some assumptions on the linear programs. In Section 3, he derives a universal flow related to the central path of linear programs. This flow is shown to induce a subspace flow in Section 4. The orthonormal version is derived in Section 5. Final remarks are made in the last section.

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Cited in

(2)

• Linear relaxations and reduced-Cost based propagation of continuous variable subscripts
• Representing the space of linear programs as the Grassmann manifold

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