Finite Methods for a Nonlinear Allocation Problem
Technical rept. Oct 1987-Sep 1988
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
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The author considers the problem of allocating m resources to n tasks. The potential effectiveness, y j for the j sub th task is a linear function of the allocations to that task, and the objective function is a convex function f y sub 1 ,..., y sub n to be minimized. Two finite algorithms for obtaining an optimal solution are proposed and evaluated.
- Statistics and Probability
- Operations Research