A survey on the continuous nonlinear resource allocation problem
نویسندگان
چکیده
منابع مشابه
A survey on the continuous nonlinear resource allocation problem
Our problem of interest consists of minimizing a separable, convex and differentiable function over a convex set, defined by bounds on the variables and an explicit constraint described by a separable convex function. Applications are abundant, and vary from equilibrium problems in the engineering and economic sciences, through resource allocation and balancing problems in manufacturing, statis...
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Patriksson [Pat08] provided a then up-to-date survey on the continuous, separable, differentiable and convex resource allocation problem with a single resource constraint. Since the publication of that paper the interest in the problem has grown: several new applications have arisen where the problem at hand constitutes a subproblem, and several new algorithms have been developed for its effici...
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2 Methods 2 2.1 Lagrange Multiplier Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 Pegging Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 Interior-Point Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3.1 Optimality Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3.2 Interior-Point Algorithm ....
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2008
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2006.12.006