A forward convex-simplex method
Forward algorithms provide a managerially practical way to solve multiperiod problems by solving progressively longer finite horizon subproblems. Many procedures of this nature already exist for special structures. \textit{J. E. Aronson, T. E. Morton} and \textit{G. L. Thompson} [ibid. 15, 348-365 (1984; Zbl 0527.90041)] have developed a forward simplex method for general staircase-structured linear programs. In this paper this method is extended to the case in which the objective function is convex.
scientific article; zbMATH DE number 4003922