A pegging algorithm for the nonlinear resource allocation problem Export

@article{citeulike:3349247, 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.}, address = {Oxford, UK, UK}, author = {Bretthauer, Kurt M. and Shetty, Bala}, citeulike-article-id = {3349247}, citeulike-linkout-0 = {http://portal.acm.org/citation.cfm?id=586410}, citeulike-linkout-1 = {http://dx.doi.org/10.1016/S0305-0548(00)00089-7}, doi = {10.1016/S0305-0548(00)00089-7}, issn = {0305-0548}, journal = {Comput. Oper. Res.}, keywords = {algorithm, article, masters, nonlinear, pegging, resourceallocation}, number = {5}, pages = {505--527}, posted-at = {2008-09-28 23:06:57}, priority = {0}, publisher = {Elsevier Science Ltd.}, title = {A pegging algorithm for the nonlinear resource allocation problem}, url = {http://dx.doi.org/10.1016/S0305-0548(00)00089-7}, volume = {29}, year = {2002} }

TY - JOUR ID - citeulike:3349247 L3 - citeulike-article-id:3349247 N2 - 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. IS - 5 JF - Comput. Oper. Res. SN - 0305-0548 AD - Oxford, UK, UK EP - 527 TI - A pegging algorithm for the nonlinear resource allocation problem PB - Elsevier Science Ltd. VL - 29 SP - 505 KW - algorithm KW - article KW - masters KW - nonlinear KW - pegging KW - resourceallocation AU - Bretthauer, Kurt AU - Shetty, Bala PY - 2002/// UR - http://dx.doi.org/10.1016/S0305-0548(00)00089-7 ER -