×

Minimax resource allocation problems with ordering constraints. (English) Zbl 0812.90116

Summary: Resource allocation problems consider the allocation of limited resources among numerous competing activities. We address an allocation problem with multiple knapsack resource constraints. The activities are grouped into disjoint sets. Ordering constraints are imposed on the activities within each set, so that the level of one activity exceed the level of another activity in the same set. The objective function is of the minimax type and each performance function is a nonlinear, strictly decreasing and continuous function of a single variable. Applications for such resource allocation problems are found, for example, in high-tech industries confronted with large-scale and complex production planning problems. We present two algorithms to solve the allocation problem with ordering constraints. The first one uses characterization of the optimal decision variables to apply a search method. The second algorithm solves a sequence of problems, each in the format of the original problem without ordering constraints. Whereas the computational effort of the first algorithm depends on the desired degree of accuracy even for linear performance functions, the effort of the latter algorithm is polynomial for certain classes of performance functions.

MSC:

90C08 Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)
91B32 Resource and cost allocation (including fair division, apportionment, etc.)
90B30 Production models
Full Text: DOI

References:

[1] Brown, Operations Research 27 pp 341– (1979)
[2] ”Sharing (Maximin and Minimax) Constrained Optimization,” Working Paper, Graduate School of Management, Kent State University, Kent, OH, 1989.
[3] Brown, Mathematical Programming 51 pp 55– (1991)
[4] Brown, Mathematical Programming
[5] Czuchra, European Journal of Operational Research 26 pp 259– (1986)
[6] Eislet, Mathematical Programming 36 pp 114– (1986)
[7] and , Resource Allocation Problems: Algorithmic Approaches, MIT Press, Cambridge, MA, 1988. · Zbl 0786.90067
[8] King, AT&T Technical Journal 68 pp 103– (1989) · doi:10.1002/j.1538-7305.1989.tb00323.x
[9] Klein, Mathematical Programming 55 pp 213– (1992)
[10] Kuno, European Journal of Operational Research 10 pp 23– (1991)
[11] Luss, Operations Research Letters 6 pp 159– (1987)
[12] Luss, Operations Research Letters 10 pp 183– (1991)
[13] Luss, European Journal of Operational Research 60 pp 76– (1992)
[14] Luss, Operations Research Letters 5 pp 227– (1986)
[15] Luss, Naval Research Logistics 35 pp 493– (1988)
[16] ”Max-Min Resource Allocation,” BIT, 23, 529–537 (1983). · Zbl 0527.90099
[17] Tang, Operations Research 36 pp 359– (1988)
[18] Vidal, European Journal of Operational Research 17 pp 31– (1984)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.