An algorithm for separable non-linear minimax problems

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 no...

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Bibliographic Details
Published inOperations research letters Vol. 6; no. 4; pp. 159 - 162
Main Author Luss, Hanan
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 1987
Elsevier
Subjects
Applied sciences
Exact sciences and technology
large-scale systems
non-linear algorithms
Operational research and scientific management
Operational research. Management science
Operations Research
Planning. Forecasting
production scheduling
resource allocation
resource allocation
production scheduling
non-linear algorithms
large-scale systems
Integrated planning
Minimax problem
Resource allocation
Production
Planning
Algorithm
Large scale system
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Summary: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 non-linear functions the algorithm employs closed form expressions.
ISSN:0167-6377
1872-7468
DOI:10.1016/0167-6377(87)90013-7