2 ALGORITHMS FOR MAXIMIZING A SEPARABLE CONCAVE FUNCTION OVER A POLYMATROID FEASIBLE REGION

被引:57
作者
GROENEVELT, H
机构
[1] William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
关键词
RESOURCE ALLOCATION; CONVEX PROGRAMMING; OPTIMIZATION;
D O I
10.1016/0377-2217(91)90300-K
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper we present two new algorithms for maximizing a separable concave function on a polymatroid. Both algorithms apply to the discrete as well as the continuous version of the problem. The application of these algorithms to several types of polymatroids is discussed, and we show that the Decomposition Algorithm runs in polynomial time (in the discrete version) for network and generalized symmetric polymatroids, and the Bottom Up Algorithm (in the discrete version) runs in polynomial time when the polymatroid is given as an explicit list of constraints.
引用
收藏
页码:227 / 236
页数:10
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