A simplex algorithm for piecewise-linear programming I: Derivation and proof

DOI10.1007/BF01582246zbMath0579.90084MaRDI QIDQ3703668

Robert Fourer

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

nondifferentiable optimizationlinear constraintsconvex separable piecewise-linear functiondirect extended-simplex approach

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Linear programming (90C05) Numerical methods based on nonlinear programming (49M37)

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