A dual simplex algorithm for piecewise-linear programming

A dual simplex algorithm for piecewise-linear programming

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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: ,
Keywords: duality
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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