Article ID: | iaor19921 |
Country: | Netherlands |
Volume: | 10 |
Issue: | 4 |
Start Page Number: | 183 |
End Page Number: | 187 |
Publication Date: | Jun 1991 |
Journal: | Operations Research Letters |
Authors: | Luss Hanan |
A nonlinear minimax allocation problem with multiple knapsack-type resource constraints is considered. Each term in the objective function is a nonlinear, strictly decreasing and continuous function of a single variable. All variables are continuous and nonnegative. A previous algorithm for such problems repeatedly solves relaxed problems without the nonnegativity constraints. That algorithm is particularly efficient for certain nonlinear functions for which there are closed-form solutions for the relaxed problems; for other functions, however, the algorithm must employ search methods. A new algorithm is presented, that uses at each iteration simple-to-compute algebraic expressions to check optimality conditions, instead of solving the relaxed minimax problems. The new algorithm is therefore significantly more efficient for more general nonlinear functions.