A nonlinear minimax allocation problem with multiple knapsack constraints (Q1178726)

A nonlinear allocation problem is considered. The minimax objective is described by \(\min\max_ j f_ j(x_ j)\) (\(f_ j\) are strictly decreasing, continuous functions) and the feasible domain is given by linear inequalities with only nonnegative coefficients. The presented new algorithm determines the optimal set of activities without having to solve nonlinear equations.