Marginal allocation algorithm for nonseparable functions
INFOR : information systems and operational research/systemes d'information et recherche operationnelle
Taylor & Francis
97 - 113
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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.
Marginal allocation algorithm