Efficient resource allocation with non-concave objective functions

被引:7
作者
Andersson, A
Ygge, F
机构
[1] Uppsala Univ, Dept Comp Sci, SE-75105 Uppsala, Sweden
[2] EnerSearch AB, SE-41288 Gothenburg, Sweden
关键词
Objective Function; Resource Allocation; Operation Research; General Problem; Mathematical Program;
D O I
10.1023/A:1011263102622
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider resource allocation with separable objective functions defined over subranges of the integers. While it is well known that (the maximization version of) this problem can be solved efficiently if the objective functions are concave, the general problem of resource allocation with non-concave functions is difficult. In this article we show that for fairly well-shaped non-concave objective functions, the optimal solution can be computed efficiently. Our main enabling ingredient is an algorithm for aggregating two objective functions, where the cost depends on the complexity of the two involved functions. As a measure of complexity of a function, we use the number of subintervals that are convex or concave.
引用
收藏
页码:281 / 298
页数:18
相关论文
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