A fast algorithm for quadratic resource allocation problems with nested constraints

نویسندگان

چکیده

We study the quadratic resource allocation problem and its variant with lower upper constraints on nested sums of variables. This occurs in many applications, particular battery scheduling within decentralized energy management (DEM) for smart grids. present an algorithm this that runs $O(n \log n)$ time and, contrast to existing algorithms problem, achieves complexity using relatively simple easy-to-implement subroutines data structures. makes our very attractive real-life adaptation implementation. Numerical comparisons a subroutine tool DEM research indicates significantly reduces overall execution system, especially when is expected be completely full or empty multiple times optimal schedule. Moreover, computational experiments synthetic show outperforms currently most efficient by more than one order magnitude. In particular, able solves all considered instances up million variables less 17 seconds personal computer.

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ژورنال

عنوان ژورنال: Computers & Operations Research

سال: 2021

ISSN: ['0305-0548', '1873-765X']

DOI: https://doi.org/10.1016/j.cor.2021.105451