Letter to the Editor—The Incorporation of Step Functions and Ramp Functions into a Linear Programming Model

Abstract

There exist a number of algorithms for solving linear programming problems in which some or all of the variables are required to have integer values. This paper describes a method for solving programming problems in which some of the variables are step functions of other variables that may themselves be continuous or constrained to take only integer values. The method reduces the latter problem to an integer or partial integer programming problem that can be solved by existing algorithms.