resource allocation problems

On the paper “Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem”

  • Luís Felipe Bueno
  • Gabriel Haeser
  • Oliver Kolossoski
    • Categories Nonlinear Optimization Tags , ,

    In the paper [Torrealba, E.M.R. et al. Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem. EJOR, 299(1) 46–59, 2021] an augmented Lagrangian algorithm was proposed for resource allocation problems with the intriguing characteristic that instead of solving the box-constrained augmented Lagrangian subproblem, they propose projecting the solution of the unconstrained subproblem onto … Read more

    Progressive Hedging Innovations for a Class of Stochastic Resource Allocation Problems

  • David Strip
  • Jean-Paul Watson
  • David L. Woodruff
    • Categories Production and Logistics, Stochastic Programming Tags , ,

    Progressive hedging (PH) is a scenario-based decomposition technique for solving stochastic programs. While PH has been successfully applied to a number of problems, a variety of issues arise when implementing PH in practice, especially when dealing with very difficult or large-scale mixed-integer problems. In particular, decisions must be made regarding the value of the penalty … Read more