ABSTRACT

Let xk, ck, and bk be corresponding vectors such that

... K

 , c = 

... cK

 and b = 

... bK

 so that Ax ≤ b. program can be written as

( c1 )T x1+

( c2 )T x2+ · · · + (cK)T xK

L1x 1+ L2x

2+ · · · + LK xK ≤ b0 A1x

1 ≤ b1 A2x

2 ≤ b2 . . .