Tracking Demands in Optimal Control of Managerial Systemswith Continuously-Divisible, Doubly Constrained Resources

  • Authors:
  • Konstantin Kogan;Eugene Khmelnitsky

  • Affiliations:
  • Department of Industrial Engineering, Tel-Aviv University, Tel-Aviv 69978, Israel E-mail: kogan@eng.tau.ac.il;Department of Industrial Engineering, Tel-Aviv University, Tel-Aviv 69978, Israel E-mail: kogan@eng.tau.ac.il

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1998

Quantified Score

Hi-index 0.00

Visualization

Abstract

The paper addresses problems of allocatingcontinuously divisible resources among multipleproduction activities. The resources are allowed to bedoubly constrained, so that both usage at every pointof time and cumulative consumption over a planninghorizon are limited as it is often the case in projectand production scheduling. The objective is to trackchanging in time demands for the activities as closelyas possible. We propose a general continuous-timemodel that states the problem in a form of the optimalcontrol problem with non-linear speed-resource usagefunctions. With the aid of the maximum principle,properties of the solutions are derived tocharacterize optimal resource usage policies. On thebasis of this analytical investigation, numericalscheduling methods are suggested and computationallystudied.