Algorithms for separable convex optimization with linear ascending constraints

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a separable convex function over the bases of a polymatroid w...

Full description

Saved in:
Bibliographic Details
Published in:Sadhana (Bangalore) Vol. 43; no. 9; pp. 1 - 18
Main Authors: Akhil, P T, Sundaresan, Rajesh
Format: Journal Article
Language:English
Published: New Delhi Springer India 01.09.2018
Springer Nature B.V
Subjects:
ISSN:0256-2499, 0973-7677
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a separable convex function over the bases of a polymatroid with a certain structure. The paper generalizes a prior algorithm to a wider class of separable convex objective functions that need not be smooth or strictly convex. The paper also summarizes the state-of-the-art algorithms that solve this optimization problem. When the objective function is a so-called d - separable function, a simpler linear time algorithm solves the problem.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0256-2499
0973-7677
DOI:10.1007/s12046-018-0890-2