Algorithms for Separable Nonlinear Resource Allocation Problems

A simple resource allocation problem with a single resource constraint is considered. The objective function is composed of several separable, convex performance functions, 1 for each activity. Likewise, the constraint has separable, convex resource-usage functions, 1 for each activity. The objectiv...

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Bibliographic Details
Published in:Operations research Vol. 46; no. 2; p. 272
Main Authors: Kodialam, Muralidharan S, Luss, Hanan
Format: Journal Article
Language:English
Published: Linthicum Institute for Operations Research and the Management Sciences 01.03.1998
Subjects:
Algorithms
Nonlinear programming
Operations research
Resource allocation
Studies
Theory
ISSN:0030-364X, 1526-5463
Online Access:Get full text
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Summary:A simple resource allocation problem with a single resource constraint is considered. The objective function is composed of several separable, convex performance functions, 1 for each activity. Likewise, the constraint has separable, convex resource-usage functions, 1 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. Several algorithms are presented to solve the problem. These algorithms extend approaches developed for the linearly constrained problem. They can readily solve large problems magnifying the optimal solution in a number of iterations that does not exceed the number of variables. Several examples are provided for illustration purposes, occupational result are presented, and the similarities and differences among the algorithms are highlighted.
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ISSN:0030-364X
1526-5463
DOI:10.1287/opre.46.2.272