Algorithm

Please see our paper Convex Network Flows^[1] for full algorithmic details.

ConvexFlows solves problems of the form

\[\begin{array}{ll} \text{maximize} & U(y) + \sum_{i=1}^m V_i(x_i) \\ \text{subject to} & y = \sum_{i=1}^m A_i x_i \\ & x_i \in T_i \end{array}\]

where $f$ and $g$ are assumed to be convex.

References