Marginal allocation algorithm for nonseparable functions
Author(s)
Date
1999Source 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
ArticleItem Usage Stats
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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 convexityMarginal allocation algorithm
Nonseparable function
Undominated allocation
Algorithms
Constraint theory
Functions
Lagrange multipliers
Random processes
Resource allocation
Operations research