A pegging algorithm for the nonlinear resource allocation problem

Authors:
Kurt M. Bretthauer;Bala Shetty
Affiliations:
Department of Operations and Decision Technologies, Indiana University, Bloomington, IN;Department of Information and Operations Management, Texas A&M University, College Station, TX
Venue:
Computers and Operations Research
Year:
2002

Citing 9
Cited 6

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Resource allocation problems: algorithmic approaches
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Abstract

In this paper we present a new algorithm for solving the nonlinear resource allocation problem. The nonlinear resource allocation problem is defined as the minimization of a convex function over a single convex constraint and bounded integer variables. We first present a pegging algorithm for solving the continuous variable problem, and then incorporate the pegging method in a branch and bound algorithm for solving the integer variable problem. We compare the computational performance of the pegging branch and bound algorithm with three other methods: a multiplier search branch and bound algorithm, dynamic programming, and a 0,1 linearization method. The computational results demonstrate that the pegging branch and bound algorithm advances the state of the art in methods for solving the nonlinear resource allocation problem.