Marginal allocation algorithm for nonseparable functions
Date
1999
Authors
Yüceer, Ü.
Editor(s)
Advisor
Supervisor
Co-Advisor
Co-Supervisor
Instructor
Source Title
INFOR : information systems and operational research/systemes d'information et recherche operationnelle
Print ISSN
0315-5986
Electronic ISSN
Publisher
Taylor & Francis
Volume
37
Issue
2
Pages
97 - 113
Language
English
Type
Journal Title
Journal ISSN
Volume Title
Series
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.