A Decomposition Algorithm for Nested Resource Allocation Problems
We propose an exact polynomial algorithm for a resource allocation problem with convex costs and constraints on partial sums of resource consumptions, in the presence of either continuous or integer variables. No assumption of strict convexity or differentiability is needed. The method solves a hier...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Society for Industrial and Applied Mathematics
2016
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Online Access: | http://hdl.handle.net/1721.1/106175 https://orcid.org/0000-0002-8585-6566 |