Convex Programming by Tangential Approximation

This paper describes an algorithm for the solution of the convex programming problem using the simplex method. The algorithm is computationally very simple, requiring the solution of a single linear programming problem which can be accomplished with only slight modification of existing computer codes for the revised simplex method.

• 저널Management Science · 9(4) · 600–612
• 토픽Optimization and Mathematical Programming · Control and Systems Engineering
• DOI10.1287/mnsc.9.4.600
• 저자H. O. Hartley, R. R. Hocking