Lecture 2 Piecewise-linear optimization
Lecture 2 Piecewise-linear optimization
Lecture 2 Piecewise-linear optimization
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• equivalent LP in matrix notation<br />
minimize<br />
[<br />
0<br />
1<br />
] T [<br />
x<br />
u<br />
]<br />
subject to<br />
[<br />
A −I<br />
−A −I<br />
][<br />
x<br />
u<br />
]<br />
≤<br />
[<br />
b<br />
−b<br />
]<br />
<strong>Piecewise</strong>-<strong>linear</strong> <strong>optimization</strong> 2–10
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