A DUAL ALGORITHM OF PIECEWISE LINEAR PROGRAMMING WITH SUCCESSIVELY INCREASING SLOPES

A fast dual algorithm is presented for the piecewise linear programming with successively increasing slopes. The concept of the pointer is used to derive the optimality and the feasibility conditions based on the dual simplex principle, which avoids enlarging the scale of the problem due to introducing piecewise variables so that storage and calculating requirements are reduced. Finally,the example is given to demonstrate the effectiveness of the presented algorithm.

Project Supported:

Clc Number:

O221.1