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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| Published in: | Operations research Vol. 46; no. 2; p. 272 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Linthicum
Institute for Operations Research and the Management Sciences
01.03.1998
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| Subjects: | |
| ISSN: | 0030-364X, 1526-5463 |
| Online Access: | Get full text |
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| Abstract | 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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| AbstractList | 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. |
| Author | Kodialam, Muralidharan S Luss, Hanan |
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| Copyright | Copyright Institute for Operations Research and the Management Sciences Mar/Apr 1998 |
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| DOI | 10.1287/opre.46.2.272 |
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| Snippet | A simple resource allocation problem with a single resource constraint is considered. The objective function is composed of several separable, convex... |
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| SubjectTerms | Algorithms Nonlinear programming Operations research Resource allocation Studies Theory |
| Title | Algorithms for Separable Nonlinear Resource Allocation Problems |
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