Abstract
A fast algorithm for solving the Danskin problem is proposed. The dependence of its solution on parameters is analyzed.
Similar content being viewed by others
REFERENCES
J. M. Danskin, The Theory of Max-Min and its Application to Weapons Allocation Problems (Springer, Berlin, 1967).
V. N. Malozemov and G. Sh. Tamasyan, “The Gibbs lemma and its applications,” Seminar on Constructive Nonsmooth Analysis and Nondifferentiable Optimization (CNSA & NDO), 2017. http:// www.apmath.spbu.ru/cnsa/reps17.shtml#1010. Cited March 1, 2018.
G. Tamasyan and E. Prosolupov, “Orthogonal projection of a point onto the standard simplex: algorithms analysis,” Proc. of the 2015 Int. Conf. on Stability and Control Processes in Memory of V. I. Zubov (SCP), St. Petersburg, Russia, 2015, pp. 353–356. http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumbers42137
P. Brucker, “An \(O(n)\) algorithm for quadratic knapsack problems,” Oper. Res. Lett. 3 (3), 163–166 (1984).
N. Maculan and G. Galdino de Paula, Jr., “A linear-time median-finding algorithm for projecting a vector on the simplex of \({{\mathbb{R}}^{n}}\),” Oper. Res. Lett. 8 (4), 219–222 (1989).
E. Prosolupov and G. Tamasyan, “Estimation of the complexity of an algorithm of finding the zero of a convex piecewise linear function,” Discretn. Anal. Issled. Oper. 25 (2), 82–100 (2018).
Author information
Authors and Affiliations
Corresponding authors
Additional information
Translated by A. Klimontovich
Rights and permissions
About this article
Cite this article
Malozemov, V.N., Tamasyan, G.S. A Fast Algorithm for Solving a Simple Search Problem. Comput. Math. and Math. Phys. 59, 851–856 (2019). https://doi.org/10.1134/S0965542519050105
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S0965542519050105