A Dual Simplex Algorithm for Piecewise-Linear Programming |
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Authors: | Faruk Güder Francis J Nourie |
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Institution: | 1.Management Science Department,Loyola University Chicago, |
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Abstract: | This paper presents a dual piecewise-linear simplex algorithm for minimizing convex separable piecewise-linear functions subject to linear constraints. It is an extension of Fourier's work on piecewise-linear programming to the dual piecewise-linear simplex algorithm. This algorithm has advantages over indirect methods which solve equivalent linear programs augmented by additional variables and/or constraints. Computational experience is presented which demonstrates the efficiency these advantages contribute. |
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