A DUAL SIMPLEX ALGORITHM FOR PIECEWISE-LINEAR PROGRAMMING

Authors
GUDER F NOURIE FJ
Citation
F. Guder et Fj. Nourie, A DUAL SIMPLEX ALGORITHM FOR PIECEWISE-LINEAR PROGRAMMING, The Journal of the Operational Research Society, 47(4), 1996, pp. 583-590
Citations number
19
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
Journal title
The Journal of the Operational Research Society → ACNP
ISSN journal
01605682
Volume
47
Issue
4
Year of publication
1996
Pages
583 - 590
Database
ISI
SICI code
0160-5682(1996)47:4<583:ADSAFP>2.0.ZU;2-Z
Abstract
This paper presents a dual piecewise-linear simplex algorithm for mini mizing convex separable piecewise-linear functions subject to linear c onstraints. It is an extension of Fourier's work on piecewise-linear p rogramming to the dual piecewise-linear simplex algorithm. This algori thm has advantages over indirect methods which solve equivalent linear programs augmented by additional variables and/or constraints. Comput ational experience is presented which demonstrates the efficiency thes e advantages contribute.