Convex Programming by Tangential Approximation

1 July 1963

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science

Vol. 9 (4) , 600-612
https://doi.org/10.1287/mnsc.9.4.600

Abstract

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.

Keywords

CONVEX PROGRAMMING
PAPER DESCRIBES
TANGENTIAL APPROXIMATION
SINGLE LINEAR
SLIGHT MODIFICATION
PROBLEM USING
REVISED SIMPLEX
COMPUTER CODES
LINEAR PROGRAMMING
EXISTING COMPUTER

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