In this paper we study L-shaped convex programming. An algorithm for it is given. The result of computation shows that the algorithm is effective. The algorithm
Let A and C denote real n × n matrices. Given real n-vectors x1,……… ,xm,m≤n,and a set of numbers (L)={λ1,λ2…λm},We descrbe(Ⅰ)the set( ) of all real