The aim of this paper is to present a new class of recurrent neural networks, which solve linear programming. It is considered as a sliding mode control problem, where the network structure is based on the Karush-Kuhn-Tucker (KKT) optimality conditions, and the KKT multipliers are the control inputs to be implemented with fixed time stabilizing terms, instead of common used activation functions. Thus, the main feature of the proposed network is its fixed convergence time to the solution, which means, there it is a time independent to the initial conditions in which the network converges to the optimization solution. The applicability of the proposed scheme is tested on real-time optimization of an electrical microgrid prototype.Consejo Nacional de Ciencia y Tecnología