Disaggregation and Resource Allocation Using Convex Knapsack Problems with Bounded Variables

摘要

Disaggregation and resource allocation problems can be often formulated as convex knapsack problems with bounded variables. In this paper, we provide a recursive procedure to solve such problems. The method differs from classical optimization algorithms of convex programming in that it determines at each iteration the optimal value of at least one variable. Applications and computational results are presented. (Author)