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      Marginal allocation algorithm for nonseparable functions

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      Author(s)
      Yüceer, Ü.
      Date
      1999
      Source Title
      INFOR : information systems and operational research/systemes d'information et recherche operationnelle
      Print ISSN
      0315-5986
      Publisher
      Taylor & Francis
      Volume
      37
      Issue
      2
      Pages
      97 - 113
      Language
      English
      Type
      Article
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      Abstract
      Marginal allocation algorithm is implemented to discrete allocation problems with nonseparable objective functions subject to a single linear constraint. A Lagrangian analysis shows that the algorithm generates a sequence of undominated allocations under the condition of discretely convex objective functions and Lagrangian functions. The case of separable functions is proven to be a special case. An application is provided to illustrate the method and various size randomly chosen problems are run to demonstrate the efficiency of the marginal allocation algorithm.
      Keywords
      Discrete convexity
      Marginal allocation algorithm
      Nonseparable function
      Undominated allocation
      Algorithms
      Constraint theory
      Functions
      Lagrange multipliers
      Random processes
      Resource allocation
      Operations research
      Permalink
      http://hdl.handle.net/11693/25245
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      • Department of Management 639
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