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A survey on the continuous nonlinear resource allocation problem

Författare och institution:
Michael Patriksson (Institutionen för matematiska vetenskaper, matematik, Chalmers/GU)
Publicerad i:
European Journal of Operational Research, 185 ( 1 ) s. 1-46
Publikationstyp:
Artikel, refereegranskad vetenskaplig
Publiceringsår:
2008
Språk:
engelska
Fulltextlänk (lokalt arkiv):
Sammanfattning (abstract):
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, statistics, military operations research and production and financial economics, to subproblems in algorithms for a variety of more complex optimization models. This paper surveys the history and applications of the problem, as well as algorithmic approaches to its solution. The most common techniques are based on finding the optimal value of the Lagrange multiplier for the explicit constraint, most often through the use of a type of line search procedure. We analyze the most relevant references, especially regarding their originality and numerical findings, summarizing with remarks on possible extensions and future research. © 2006 Elsevier B.V. All rights reserved.
Ämne (baseras på Högskoleverkets indelning av forskningsämnen):
NATURVETENSKAP ->
Matematik ->
Beräkningsmatematik ->
Tillämpad matematik ->
Optimeringslära, systemteori
Nyckelord:
Convex programming; Inventory; Large scale optimization; Logistics; Nonlinear programming
Postens nummer:
79626
Posten skapad:
2008-12-03 22:59
Posten ändrad:
2016-07-19 15:29

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