Algorithms for separable nonlinear resource allocation problems

Algorithms for separable nonlinear resource allocation problems

0.00 Avg rating0 Votes
Article ID: iaor19991482
Country: United States
Volume: 46
Issue: 2
Start Page Number: 272
End Page Number: 284
Publication Date: Mar 1998
Journal: Operations Research
Authors: ,
Keywords: allocation: resources
Abstract:

We consider a simple resource allocation problem with a single resource constraint. The objective function is composed of separable, convex performance functions, one for each activity. Likewise, the constraint has separable, convex resource-usage functions, one for each activity. The objective is to minimize the sum of the performance functions, subject to satisfying the resource constraint and nonnegativity constraints. This problem extends the well-studied problem in which the resource constraint is linear. We present several algorithms to solve the problem. These algorithms extend approaches developed for the linearly constrained problem. They can readily solve large problems and find the optimal solution in a number of iterations that does not exceed the number of variables. We provide several examples for illustration purposes, present computational results, and highlight the similarities and differences among the algorithms.

Reviews

Required fields are marked *. Your email address will not be published.