On the Solution of Convex Knapsack Problems with Bounded Variables.

Abstract

In this paper, a recursive method is presented to solve separable differentiable convex knapsack problems with bounded variables. The method differs from classical optimization algorithms of convex programming and determines at each iteration the optimal value of at least one variable. Applications of such problems are frequent in resource allocation and recently have shown to be useful in hierarchical production planning. Computational results are presented.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1977
Accession Number
ADA039164

Entities

People

  • Arnoldo Hax
  • Gabriel R. Bitran

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Classification
  • Computer Programming
  • Convex Programming
  • Convex Sets
  • Dynamic Programming
  • Iterations
  • Massachusetts
  • Military Research
  • Operations Research
  • Production
  • Production Planning
  • Security
  • Theorems
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Operations Research