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

DOI10.1016/j.orl.2014.07.001zbMath1408.90238arXiv1305.1284OpenAlexW2023276063WikidataQ57441189 ScholiaQ57441189MaRDI QIDQ1785268

James J. Rohal, Stephen E. Wright

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.1284

zbMATH Keywords

convex programminginterior point methodscontinuous knapsack

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (4)

Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies ⋮ A penalty algorithm for solving convex separable knapsack problems ⋮ On a Reduction for a Class of Resource Allocation Problems ⋮ Solving nested-constraint resource allocation problems with an interior point method

Uses Software

• NAPHEAP

Cites Work

• An O(n) algorithm for quadratic knapsack problems
• A Newton's method for the continuous quadratic knapsack problem
• An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
• Solving certain singly constrained convex optimization problems in production planning
• On the continuous quadratic knapsack problem
• A Newton-type algorithm for solving problems of search theory
• A survey on the continuous nonlinear resource allocation problem
• Breakpoint searching algorithms for the continuous quadratic knapsack problem
• Massively Parallel Algorithms for Singly Constrained Convex Programs
• An Efficient Method for a Class of Continuous Nonlinear Knapsack Problems

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