Convergence of a General Class of Algorithms for Separated Continuous Linear Programs

  • Authors:

  • Malcolm C. Pullan

  • Affiliations:

  • -

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1999

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Abstract

Minimizing a separable convex objective subject to an ordering restriction on its variables is a generalization of a class of problems in statistical estimation and inventory control. It is shown that a pool adjacent violators (PAV) algorithm can be ...