A breakpoint search approach for convex resource allocation problems with bounded variables

A. de Waegenaere, J.L. Wielhouwer

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

We present an efficient approach to solve resource allocation problems with a single resource, a convex separable objective function, a convex separable resource-usage constraint, and variables that are bounded below and above. Through a combination of function evaluations and median searches, information on whether or not the upper- and lowerbounds are binding is obtained. Once this information is available for all upper and lower bounds, it remains to determine the optimum of a smaller problem with unbounded variables. This can be done through a multiplier search procedure. The information gathered allows for alternative approaches for the multiplier search which can reduce the complexity of this procedure. © 2011 The Author(s).
Original languageEnglish
Pages (from-to)629-640
JournalOptimization Letters
Volume6
Issue number4
DOIs
Publication statusPublished - 2012

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