Solving nested-constraint resource allocation problems with an interior point method

DOI10.1016/j.orl.2020.04.001OpenAlexW3015922888MaRDI QIDQ2183209

Sooyeong Lim, Stephen E. Wright

Publication date: 26 May 2020

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

Full work available at URL: https://doi.org/10.1016/j.orl.2020.04.001

zbMATH Keywords

convex programminginterior point methodslinear ascending constraints

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX) Operations research, mathematical programming (90-XX)

Related Items (3)

On a Reduction for a Class of Resource Allocation Problems ⋮ A fast algorithm for quadratic resource allocation problems with nested constraints ⋮ Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem

Cites Work

• Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies
• Interior point methods 25 years later
• Variable fixing algorithms for the continuous quadratic Knapsack problem
• Solving the continuous nonlinear resource allocation problem with an interior point method
• A survey on the continuous nonlinear resource allocation problem
• Breakpoint searching algorithms for the continuous quadratic knapsack problem
• A Decomposition Algorithm for Nested Resource Allocation Problems
• Separable Convex Optimization Problems with Linear Ascending Constraints
• An Efficient Method for a Class of Continuous Nonlinear Knapsack Problems
• A pegging algorithm for the nonlinear resource allocation problem

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