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Solving piecewise linear convex equations

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Pivoting and Extension

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 1))

Abstract

An algorithm is developed for solving F(x)=y, where F:R n→R n is convex and piecewise linear. The algorithm is based upon complementary pivoting and proceeds by generating paths of solutions to F(x)=a+bz.

This research was supported in part by Army Research Office, Durham Contract DAHC-04-71-C-0041, and NSF Grant GP-34559.

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Author information

Authors and Affiliations

  1. Stanford University, Stanford, Calif., USA

    B. Curtis Eaves

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  1. B. Curtis Eaves
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M. L. Balinski

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© 1974 The Mathematical Programming Society

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Eaves, B.C. (1974). Solving piecewise linear convex equations. In: Balinski, M.L. (eds) Pivoting and Extension. Mathematical Programming Studies, vol 1. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121243

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  • DOI: https://doi.org/10.1007/BFb0121243

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00756-9

  • Online ISBN: 978-3-642-00758-3

  • eBook Packages: Springer Book Archive

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