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Finite method for a nonlinear allocation problem

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Abstract

The problem considered is as follows:m resources are to be allocated ton activities, with resourcei contributing linearly to the potential for activityj according to the coefficientE(i,j). The objective is to minimize some nonlinear function of the potentials. If the objective function is sufficiently well behaved, the problem can be solved in finitely many steps using the method described in this paper.

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Communicated by D. G. Luenberger

The author thanks S. Toi Lawphongpanich for several helpful references and suggestions.

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Washburn, A.R. Finite method for a nonlinear allocation problem. J Optim Theory Appl 85, 705–726 (1995). https://doi.org/10.1007/BF02193063

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