Extreme Point Mathematical Programming
- 1 May 1972
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science
- Vol. 18 (9) , 540-549
- https://doi.org/10.1287/mnsc.18.9.540
Abstract
The paper considers a class of optimization problems. The problems are linear programming problems: maximize cx subject to Ax = b with the additional constraint that x must also be an extreme point of a second convex polyhedron Dx = d, x ≧ 0. A cutting-plane algorithm for solving such problems is presented. Two numerical examples are also included.Keywords
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