LINEAR PROGRAMMING APPLIED TO A CONVEX PROGRAMMING TYPE

• Autores: Montoro Alegre, Edinson Raúl, Timoteo Sánchez, Martha Hilda, Huamán Oriundo, Carole, Melgarejo Estremadoyro, Gladys
• Formato: artículo
• Fecha de Publicación: 2012
• Institución: Universidad Nacional Mayor de San Marcos
• Repositorio: Revistas - Universidad Nacional Mayor de San Marcos
• Lenguaje: español
• OAI Identifier: oai:ojs.csi.unmsm:article/9611
• Enlace del recurso: https://revistasinvestigacion.unmsm.edu.pe/index.php/matema/article/view/9611
• Nivel de acceso: acceso abierto
• Materia: Convex programming; piecewise linear functions and transport problem.; Programación convexa; funciones lineales a trozos y problema de transporte.

In the present’s paper studying a strategy for a typo of convex problem, we treat a linear programming problem whose coefficient of decision variables in the objective function has a nonlinear behavior. When the coefficients are constant the Simplex Method solves these problems without much difficulty, but when the coefficients are no longer constant and the Simplex does not work. We propose a technique that exploits the convex behavior of these coefficients and uses the theory of approximation by piecewise linear functions.