Minimum variance allocation among constrained intervals

We propose a weighted minimum variance allocation model, denoted by WMVA, which distributes an amount of a divisible resource as fairly as possible while satisfying all demand intervals. We show that the problem WMVA has a unique optimal solution and it can be characterized by the uniform distributi...

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Bibliographic Details
Published in:	Journal of global optimization Vol. 74; no. 1; pp. 21 - 44
Main Authors:	Sun, Hsin-Min, Sheu, Ruey-Lin
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.05.2019 Springer Nature B.V
Subjects:	Algorithms Computer Science Computer simulation Intervals Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Real Functions Separable convex programming 90C20 90C30 90C47 Resource distribution 90C60 Singly constrained quadratic program Quadratic knapsack problem
ISSN:	0925-5001, 1573-2916
Online Access:	Get full text
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