Neural Networks Give a Warm Start to Linear Optimization Problems

Abstract- Hopfield neural networks and interior point methods are used in an integrated way to solve linear optimization problems. The neural network unveils a warm starting point for the primal-dual interior point method. This approach was applied to a set of real world linear programming problems. Results from a pure primal-dual algorithm provide a yardstick. The integrated approach provided promising results, indicating that there might be a place for neural networks in the “real game ” of optimization. Index Terms- Hopfield networks, interior point methods, neural networks, linear programming. I