The efficiency of the simplex method: a survey
Management Science
Analog VLSI and neural systems
Analog VLSI and neural systems
Introduction to the theory of neural computation
Introduction to the theory of neural computation
Probabilistic models for linear programming
Mathematics of Operations Research
On adaptive-step primal-dual interior-point algorithms for linear programming
Mathematics of Operations Research
Toward probabilistic analysis of interior-point algorithms for linear programming
Mathematics of Operations Research
Complexity and real computation
Complexity and real computation
Interior point algorithms: theory and analysis
Interior point algorithms: theory and analysis
Analog computation with dynamical systems
PhysComp96 Proceedings of the fourth workshop on Physics and computation
Probabilistic Analysis of An Infeasible-Interior-Point Algorithm for Linear Programming
Mathematics of Operations Research
Neural Networks for Optimization and Signal Processing
Neural Networks for Optimization and Signal Processing
A theory of complexity for continuous time systems
Journal of Complexity
Probability: Theory and Examples
Probability: Theory and Examples
IEEE Transactions on Neural Networks
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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 convergence rate to the attracting fixed point. Using the framework of Random Matrix Theory, we derive a simple expression for this distribution in the asymptotic limit of large problem size. In this limit, we find the surprising result that the distribution of the convergence rate is a scaling function of a single variable. This scaling variable combines the convergence rate with the problem size (i.e., the number of variables and the number of constraints). We also estimate numerically the distribution of the computation time to an approximate solution, which is the time required to reach a vicinity of the attracting fixed point. We find that it is also a scaling function. Using the problem size dependence of the distribution functions, we derive high probability bounds on the convergence rates and on the computation times to the approximate solution.