Algorithms for Separable Nonlinear Resource Allocation Problems
Algorithms for Separable Nonlinear Resource Allocation Problems
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DOI：
10.1287/opre.46.2.272
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发表时间：
1998-02
期刊：
影响因子：
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通讯作者：
M. Kodialam;H. Luss
中科院分区：
文献类型：
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作者：
M. Kodialam;H. Luss
我们考虑了一个简单的资源分配问题与一个单一的资源约束。目标函数由可分离的凸性能函数组成，每个活动一个。同样，约束具有可分离的凸资源使用函数，每个活动一个。目标是在满足资源约束和非负约束的条件下，最小化性能函数之和。这个问题扩展了资源约束是线性的问题。我们提出了几种算法来解决这个问题。这些算法扩展了线性约束问题的方法。它们可以很容易地解决大型问题，并在不超过变量数量的迭代中找到最优解。我们提供了几个例子说明的目的，目前的计算结果，并强调算法之间的相似性和差异。
We consider a simple resource allocation problem with a single resource constraint. The objective function is composed of separable, convex performance functions, one for each activity. Likewise, the constraint has separable, convex resource-usage functions, one 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. We present several algorithms to solve the problem. These algorithms extend approaches developed for the linearly constrained problem. They can readily solve large problems and find the optimal solution in a number of iterations that does not exceed the number of variables. We provide several examples for illustration purposes, present computational results, and highlight the similarities and differences among the algorithms.