Solving the continuous nonlinear resource allocation problem with an interior point method

@article{Wright2014SolvingTC,
  title={Solving the continuous nonlinear resource allocation problem with an interior point method},
  author={S. E. Wright and James J. Rohal},
  journal={Oper. Res. Lett.},
  year={2014},
  volume={42},
  pages={404-408}
}
Resource allocation problems are usually solved with specialized methods exploiting their general sparsity and problem-specific algebraic structure. We show that the sparsity structure alone yields a closed-form Newton search direction for the generic primal-dual interior point method. Computational tests show that the interior point method consistently outperforms the best specialized methods when no additional algebraic structure is available. 
8 Citations
On a reduction for a class of resource allocation problems
  • 1
  • PDF

References

SHOWING 1-10 OF 46 REFERENCES
A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
  • 35
  • PDF
A Newton-Type Algorithm for Solving Problems of Search Theory
  • L. Zhang
  • Mathematics, Computer Science
  • Adv. Oper. Res.
  • 2013
  • 2
  • PDF
Superlinear convergence of an interior-point method for monotone variational inequalities
  • 43
  • PDF
A pegging algorithm for the nonlinear resource allocation problem
  • 57
Solving certain singly constrained convex optimization problems in production planning
  • H. Ziegler
  • Mathematics, Computer Science
  • Oper. Res. Lett.
  • 1982
  • 36
On an Allocation Problem with Multistage Constraints
  • 17
A survey on the continuous nonlinear resource allocation problem
  • 151
  • Highly Influential
  • PDF
On Superlinear Convergence of Infeasible Interior-Point Algorithms for Linearly Constrained Convex Programs
  • 13
  • PDF
Self-Scaled Barriers and Interior-Point Methods for Convex Programming
  • 624
  • PDF
...
1
2
3
4
5
...