Solving the continuous nonlinear resource allocation problem with an interior point method

被引：8

作者：

Wright, Stephen E. ^{[1
]}

Rohal, James J. ^{[2
]}

机构：

[1] Miami Univ, Dept Stat, Oxford, OH 45056 USA

[2] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

来源：

OPERATIONS RESEARCH LETTERS | 2014年 / 42卷 / 6-7期

关键词：

Convex programming; Interior point methods; Continuous knapsack; ALGORITHM;

D O I：

10.1016/j.orl.2014.07.001

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Resource allocation problems are usually solved with specialized methods exploiting their general sparsity and problem-specific algebraic structure. We show that the sparsity structure alone yields a closed-form Newton search direction for the generic primal-dual interior point method. Computational tests show that the interior point method consistently outperforms the best specialized methods when no additional algebraic structure is available. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：404 / 408

页数：5

共 50 条

[31] A Primal-Dual Interior Point Method for Solving Environmental/Economic Power Dispatch Problem
Bishe, Hossein Mohammadian
Kian, Ashkan Rahimi
Esfahani, Mahdi Sayyed
INTERNATIONAL REVIEW OF ELECTRICAL ENGINEERING-IREE, 2011, 6 (03): : 1463 - 1473
[32] Meta-RaPs approach for solving the resource allocation problem
Whitehouse, GE
DePuy, GW
Moraga, RJ
ROBOTICS, AUTOMATION AND CONTROL AND MANUFACTURING: TRENDS, PRINCIPLES AND APPLICATIONS, 2002, 14 : 103 - 108
[33] On one exact algorithm for solving of multidimensional resource allocation problem
Gendler, M.B.
Zaretskij, L.S.
Avtomatika i Telemekhanika, 1992, (06): : 138 - 145
[34] A SIMHEURISTIC ALGORITHM FOR SOLVING AN INTEGRATED RESOURCE ALLOCATION AND SCHEDULING PROBLEM
Maccarrone, Ludovica
Giovannelli, Tommaso
Ferone, Daniele
Panadero, Javier
Juan, Angel A.
2018 WINTER SIMULATION CONFERENCE (WSC), 2018, : 3340 - 3351
[35] Solving Military's Resource Allocation Problem by Fuzzy Approach
Luoh, Leh
Chang, Ruey-Shyang
2008 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS (SMC), VOLS 1-6, 2008, : 1764 - 1768
[36] FINITE METHOD FOR A NONLINEAR ALLOCATION PROBLEM
WASHBURN, AR
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1995, 85 (03) : 705 - 726
[37] Multiple-objective Optimization for Solving the Resource Allocation Problem
Vunjak, Nenad
Birovljev, Jelena
Sedlak, Otilija
Ciric, Zoran
33RD INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS (MME 2015), 2015, : 906 - 911
[38] Solving the Resource Allocation Problem in a Multimodal Container Terminal as a Network Flow Problem
Zehendner, Elisabeth
Absi, Nabil
Dauzere-Peres, Stephane
Feillet, Dominique
COMPUTATIONAL LOGISTICS, 2011, 6971 : 341 - 353
[39] A specially structured nonlinear integer resource allocation problem
Bretthauer, KM
Shetty, B
Syam, S
NAVAL RESEARCH LOGISTICS, 2003, 50 (07) : 770 - 792
[40] Ant colony optimization for the nonlinear resource allocation problem
Yin, PY
Wang, JY
APPLIED MATHEMATICS AND COMPUTATION, 2006, 174 (02) : 1438 - 1453

← 1 2 3 4 5 →