Research Reports from the Department of Operations
Document Type
Report
Publication Date
8-1-1968
Abstract
A new method to solve convex separable programs is developed; with the added consideration of having a feasible solution available at all times. This is done in a context of resource allocation where the optimal return from any given allocation is made a function of the amount of resource allocated. The main research problem involves the properties of this function, which is not generally differentiable, and its directional derivatives. These are explored and a method is constructed using their properties. A linear program called the reallocation problem provides either optimality conditions or a best direction in which to reallocate at each iteration. The reallocation is accomplished by a parametric technique that uses knowledge of an optimal solution at one point in resource space to find another one near it. Computational considerations are discussed and a small computational example is provided.
Keywords
Operations research, Resource allocation, Mathematical optimization, Programming (Mathematics), Convex programming, Decomposition (Mathematics)
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 116
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Silverman, Gary Jay, "Primal Decomposition of Mathematical Programs by Resource Allocation" (1968). Research Reports from the Department of Operations. 434.
https://commons.case.edu/wsom-ops-reports/434