Title
A pegging algorithm for the nonlinear resource allocation problem
Abstract
In this paper we present a new algorithm for solving the nonlinear resource allocation problem. The nonlinear resource allocation problem is defined as the minimization of a convex function over a single convex constraint and bounded integer variables. We first present a pegging algorithm for solving the continuous variable problem, and then incorporate the pegging method in a branch and bound algorithm for solving the integer variable problem. We compare the computational performance of the pegging branch and bound algorithm with three other methods: a multiplier search branch and bound algorithm, dynamic programming, and a 0,1 linearization method. The computational results demonstrate that the pegging branch and bound algorithm advances the state of the art in methods for solving the nonlinear resource allocation problem.
Year
DOI
Venue
2002
10.1016/S0305-0548(00)00089-7
Computers & OR
Keywords
Field
DocType
computational result,continuous variable problem,nonlinear resource allocation problem,multiplier search branch,computational performance,integer variable problem,bounded integer variable,bound algorithm advance,new algorithm,bound algorithm
Branch and bound,Mathematical optimization,Nonlinear system,Algorithm,Convex function,Minification,Integer programming,Resource allocation,Mathematics
Journal
Volume
Issue
ISSN
29
5
Computers and Operations Research
Citations 
PageRank 
References 
27
1.61
11
Authors
2
Name
Order
Citations
PageRank
Kurt M. Bretthauer130023.24
Bala Shetty227429.50