37,231 research outputs found
Algorithms for the continuous nonlinear resource allocation problem---new implementations and numerical studies
Patriksson (2008) provided a then up-to-date survey on the
continuous,separable, differentiable and convex resource allocation problem
with a single resource constraint. Since the publication of that paper the
interest in the problem has grown: several new applications have arisen where
the problem at hand constitutes a subproblem, and several new algorithms have
been developed for its efficient solution. This paper therefore serves three
purposes. First, it provides an up-to-date extension of the survey of the
literature of the field, complementing the survey in Patriksson (2008) with
more then 20 books and articles. Second, it contributes improvements of some of
these algorithms, in particular with an improvement of the pegging (that is,
variable fixing) process in the relaxation algorithm, and an improved means to
evaluate subsolutions. Third, it numerically evaluates several relaxation
(primal) and breakpoint (dual) algorithms, incorporating a variety of pegging
strategies, as well as a quasi-Newton method. Our conclusion is that our
modification of the relaxation algorithm performs the best. At least for
problem sizes up to 30 million variables the practical time complexity for the
breakpoint and relaxation algorithms is linear
A derivative-free approach for a simulation-based optimization problem in healthcare
Hospitals have been challenged in recent years to deliver high quality care with limited resources. Given the pressure to contain costs,developing procedures for optimal resource allocation becomes more and more critical in this context. Indeed, under/overutilization of emergency room and ward resources can either compromise a hospital's ability to provide the best possible care, or result in precious funding going toward underutilized resources. Simulation--based optimization tools then help facilitating the planning and management of hospital services, by maximizing/minimizing some specific indices (e.g. net profit) subject to given clinical and economical constraints.
In this work, we develop a simulation--based optimization approach for the resource planning of a specific hospital ward. At each step, we first consider a suitably chosen resource setting and evaluate both efficiency and satisfaction of the restrictions by means of a discrete--event simulation model. Then, taking into account the information obtained by the simulation process, we use a derivative--free optimization algorithm to modify the given setting. We report results for a real--world problem coming from the obstetrics ward of an Italian hospital showing both the effectiveness and the efficiency of the proposed approach
Separable Convex Optimization with Nested Lower and Upper Constraints
We study a convex resource allocation problem in which lower and upper bounds
are imposed on partial sums of allocations. This model is linked to a large
range of applications, including production planning, speed optimization,
stratified sampling, support vector machines, portfolio management, and
telecommunications. We propose an efficient gradient-free divide-and-conquer
algorithm, which uses monotonicity arguments to generate valid bounds from the
recursive calls, and eliminate linking constraints based on the information
from sub-problems. This algorithm does not need strict convexity or
differentiability. It produces an -approximate solution for the
continuous problem in time
and an integer solution in time, where is
the number of decision variables, is the number of constraints, and is
the resource bound. A complexity of is also achieved
for the linear and quadratic cases. These are the best complexities known to
date for this important problem class. Our experimental analyses confirm the
good performance of the method, which produces optimal solutions for problems
with up to 1,000,000 variables in a few seconds. Promising applications to the
support vector ordinal regression problem are also investigated
Aggregate constrained inventory systems with independent multi-product demand: control practices and theoretical limitations
In practice, inventory managers are often confronted with a need to consider one or more aggregate constraints. These aggregate constraints result from available workspace, workforce, maximum investment or target service level. We consider independent multi-item inventory problems with aggregate constraints and one of the following characteristics: deterministic leadtime demand, newsvendor, basestock policy, rQ policy and sS policy. We analyze some recent relevant references and investigate the considered versions of the problem, the proposed model formulations and the algorithmic approaches. Finally we highlight the limitations from a practical viewpoint for these models and point out some possible direction for future improvements
A model predictive control approach to the periodic implementation of the solutions of the optimal dynamic resource allocation problem
This paper proposes a model predictive control (MPC) approach to the periodic implementation of the optimal solutions of a class of resource allocation problems in which the allocation requirements and conditions repeat periodically over time. This special class of resource allocation problems includes many practical energy optimization problems such as load scheduling and generation dispatch. The convergence and robustness of the MPC algorithm is proved by invoking results from convex optimization. To illustrate the practical applications of the MPC algorithm, the energy optimization of a water pumping system is studied
Adaptive Multi-objective Optimization for Energy Efficient Interference Coordination in Multi-Cell Networks
In this paper, we investigate the distributed power allocation for multi-cell
OFDMA networks taking both energy efficiency and inter-cell interference (ICI)
mitigation into account. A performance metric termed as throughput contribution
is exploited to measure how ICI is effectively coordinated. To achieve a
distributed power allocation scheme for each base station (BS), the throughput
contribution of each BS to the network is first given based on a pricing
mechanism. Different from existing works, a biobjective problem is formulated
based on multi-objective optimization theory, which aims at maximizing the
throughput contribution of the BS to the network and minimizing its total power
consumption at the same time. Using the method of Pascoletti and Serafini
scalarization, the relationship between the varying parameters and minimal
solutions is revealed. Furthermore, to exploit the relationship an algorithm is
proposed based on which all the solutions on the boundary of the efficient set
can be achieved by adaptively adjusting the involved parameters. With the
obtained solution set, the decision maker has more choices on power allocation
schemes in terms of both energy consumption and throughput. Finally, the
performance of the algorithm is assessed by the simulation results.Comment: 29 page
A Decomposition Algorithm for Nested Resource Allocation Problems
We propose an exact polynomial algorithm for a resource allocation problem
with convex costs and constraints on partial sums of resource consumptions, in
the presence of either continuous or integer variables. No assumption of strict
convexity or differentiability is needed. The method solves a hierarchy of
resource allocation subproblems, whose solutions are used to convert
constraints on sums of resources into bounds for separate variables at higher
levels. The resulting time complexity for the integer problem is , and the complexity of obtaining an -approximate
solution for the continuous case is , being
the number of variables, the number of ascending constraints (such that ), a desired precision, and the total resource. This
algorithm attains the best-known complexity when , and improves it when
. Extensive experimental analyses are conducted with four
recent algorithms on various continuous problems issued from theory and
practice. The proposed method achieves a higher performance than previous
algorithms, addressing all problems with up to one million variables in less
than one minute on a modern computer.Comment: Working Paper -- MIT, 23 page
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