Article ID: | iaor1997703 |
Country: | United Kingdom |
Volume: | 47 |
Issue: | 4 |
Start Page Number: | 583 |
End Page Number: | 590 |
Publication Date: | Apr 1996 |
Journal: | Journal of the Operational Research Society |
Authors: | Gder Faruk, Nourie Francis J. |
Keywords: | duality |
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.