![\begin{array}{cll}<br />
\min &{\displaystyle \sum_{i=1}^n f_i(\xi_{i})} &\\[0.5em]<br />
{\rm s.t.} &{\displaystyle \sum_{i=1}^n g_i(\xi_i) \leq c}, & c \in \mathbb{R} \\[0.5em]<br />
& \ell_{i} \leq \xi_{i} \leq u_{i}, & i = 1,2 ,\ldots, n<br />
\end{array}](http://jamesrohal.com/blog/wp-content/cache/tex_0d313a081c9e3bcd37ba1edd54f2c669.png)
We will be applying several methods to solve this problem efficiently including interior point methods and a pegging algorithm.
]]>- Applying interior point methods to the resource allocation problem.
- Tree-based decomposition methods in second-order-cone programming.
Oh, apparently the new trend is to refer to LP problems as LO problems.
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