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 . . .