Awi Federgruen

Solution techniques for some allocation problems

Coauthor(s): Paul Zipkin.

This paper presents methods for solving allocation problems that can be stated as convex knapsack problems with generalized upper bounds. Such bounds may express upper limits on the total amount allocated to each of several subsets of activities. In addition our model arises as a subproblem in more complex mathematical programs. We therefore emphasize efficient procedures to recover optimality when minor changes in the parameters occur from one problem instance to the next. These considerations lead us to propose novel data structures for such problems. Also, we introduce an approximation method to solve certain equations, which arise during the procedures.

Source: Mathematical Programming
Exact Citation:
Federgruen, Awi, and P. Zipkin. "Solution techniques for some allocation problems." Mathematical Programming 25, no. 1 (January 1983): 13-24.
Volume: 25
Number: 1
Pages: 13-24
Date: 1 1983