## An interior-point method for minimizing the sum of piecewise-linear convex functions

We consider the problem to minimize the sum of piecewise-linear convex functions under both linear and nonnegative constraints. We convert the piecewise-linear convex problem into a standard form linear programming problem (LP) and apply a primal-dual interior-point method for the LP. From the solution of the converted problem, we can obtain the solution of the … Read more