This paper works on a descent algorithm for continuous piecewise linear (CPWL) minimization problems. CPWL minimization is a widely applied nonlinear programming, which can be equivalently transformed ...

Getting Started: Linear Programming Models: Interior Point algorithm To solve linear programming problem using PROC NETFLOW, you save a representation of the variables and the constraints in one or ...

This work introduces the Gonzaga’s problem as potential test case for evaluating infeasibleinterior-point algorithms in linear programming. The Gonzaga’s problem is a simple linear programming ...

We give a branch-and-cut algorithm for solving linear programs (LPs) with continuous separable piecewise-linear cost functions (PLFs). Models for PLFs use continuous variables in special-ordered sets ...

HPR-LP: A GPU Solver for Linear Programming. Contribute to PolyU-IOR/HPR-LP development by creating an account on GitHub.

MG4C6.2 Mathematical Programming: Introduction to theory and the solution of linear and nonlinear programming problems: basic solutions and the simplex method, convex programming and KKT conditions, ...