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A branch-and-bound algorithm for minimizing a finite sum of staircase function under linear constraints

Ma hua Chen Kaizhou  
This paper first presents a branch-and-bound algorithm to minimize a finite sum of stair-case functions under linear constraints.The algorithm is an extension of the method presentedby Bornstein and Rust.The key of the paper is to present a new linearization method of theobjective function.Then the convergence of the algorithm is proved, the computational com-plexity is discussed,and some numerical results are given. Computational results show that thealgorithm is feasible and efficient.
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