A simplex algorithm for piecewise-linear programming III: Computational analysis and applications

The first two parts of this paper have developed a simplex algorithm for minimizing convex separable piecewise-linear functions subject to linear constraints. This concluding part argues that a direct piecewise-linear simplex implementation has inherent advantages over an indirect approach that reli...

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Bibliographic Details
Published inMathematical programming Vol. 53; no. 1-3; pp. 213 - 235
Main Author Fourer, Robert
Format Journal Article
LanguageEnglish
Published Heidelberg Springer 01.01.1992
Subjects
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Non differential programming
Linear programming
Algorithm performance
Simplex method
Optimization
Mathematical programming
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ISSN0025-5610
1436-4646
DOI10.1007/BF01585703

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Summary:The first two parts of this paper have developed a simplex algorithm for minimizing convex separable piecewise-linear functions subject to linear constraints. This concluding part argues that a direct piecewise-linear simplex implementation has inherent advantages over an indirect approach that relies on transformation to a linear program. The advantages are shown to be implicit in relationships between the linear and piecewise-linear algorithms, and to be independent of many details of implementation.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
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ISSN:0025-5610
1436-4646
DOI:10.1007/BF01585703