We give a branch-and-cut algorithm for solving linear programs (LPs) with continuous separable piecewise-linear cost functions (PLFs). Models for PLFs use continuous variables in special-ordered sets ...

We show that the homotopy algorithm of Osborne, Presnell, and Turlach (2000), which has proved such an effective optimal path following method for implementing Tibshirani's "lasso" for variable ...

Sometimes, it’s easy for a computer to predict the future. Simple phenomena, such as how sap flows down a tree trunk, are straightforward and can be captured in a few lines of code using what ...