A survey on the continuous nonlinear resource allocation problem Export

@misc{citeulike:3349381, 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. 1 Introduction and}, author = {Patriksson, Michael}, citeulike-article-id = {3349381}, citeulike-linkout-0 = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.62.6582}, keywords = {article, masters, nonlinear, resourceallocation}, posted-at = {2008-09-29 01:28:26}, priority = {0}, title = {A survey on the continuous nonlinear resource allocation problem}, url = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.62.6582}, year = {2006} }

TY - ELEC ID - citeulike:3349381 L3 - citeulike-article-id:3349381 N2 - 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. 1 Introduction and TI - A survey on the continuous nonlinear resource allocation problem KW - article KW - masters KW - nonlinear KW - resourceallocation AU - Patriksson, Michael PY - 2006/// UR - http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.62.6582 ER -