An algorithm for separable nonlinear minimax problems (Q1093547)
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English | An algorithm for separable nonlinear minimax problems |
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An algorithm for separable nonlinear minimax problems (English)
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1987
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We consider a minimax resource allocation problem in which each term of the objective function is a strictly decreasing, invertible function of a single decision variable. The objective is to minimize the maximum term subject to non-negativity constraints and a set of linear constraints with only non-negative parameters. We develop an algorithm that finds an optimal solution by repeatedly solving a relaxed minimax problem. In general, each relaxed problem is solved by simple search methods; however, for certain nonlinear functions the algorithm employs closed form expressions.
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large-scale systems
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production scheduling
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minimax resource allocation
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set of linear constraints
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non-negative parameters
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