Journal article
A simple convex optimization problem with many applications
Abstract
This paper presents an algorithm for the solution of a simple convex optimization problem. This problem is a generalization of several other optimization problems which have applications to resource allocation, optimal capacity expansion, and vehicle scheduling. The algorithm is based on a constraint-relaxation approach.
It is easily implemented and transparent, and can be used to solve even fairly large problems by hand calculator.
| Language: | English |
|---|---|
| Year: | 1994 |
| Pages: | 15-23 |
| ISSN: | 14716798 , 1471678x and 09530061 |
| Types: | Journal article |
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