A New Algorithm for Linear Programming in Critical Systems
Résumé
In critical systems (e.g., for core airplane functions), codes should both never fail; in particular, they should be robust to numerical instabilities, and, they should reuse certified routines. Yet, the combination of this two constraints is often an issue. For example, the interior-point algorithms for linear programming have higher complexity than expected when requiring simultaneously numerical robustness and no custom routines. Instead, this paper presents a new algorithm, which has good time complexity even with a naive implementation.
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