<t>Recently I have been working on an optimization problem which in essence is to find the minimal value ofF(x) = f(x) + max(g_1(x), g_2(x), g_3(x), ...g_n(x))under the constraints thatx >= 0,Ax <= b,where x, b vector, A matrix. f, g_1 ..., g_n are linear functions.In other words, this is a classic ...