Nonlinear Resource Allocation

We settled on the topic of solving the nonlinear resource allocation problem which can be formally stated as

\begin{array}{cll}<br /> \min &{\displaystyle \sum_{i=1}^n f_i(\xi_{i})} &\\[0.5em]<br /> {\rm s.t.} &{\displaystyle \sum_{i=1}^n g_i(\xi_i) \leq c}, & c \in \mathbb{R} \\[0.5em]<br /> & \ell_{i} \leq \xi_{i} \leq u_{i}, & i = 1,2 ,\ldots, n<br /> \end{array}

We will be applying several methods to solve this problem efficiently including interior point methods and a pegging algorithm.

Permalink · Written on: 10-09-08 · 2 Comments »

2 Responses to “Nonlinear Resource Allocation”

  1. Jim Identicon Icon Jim wrote:

    You can use LaTeX in the comments donchaknow?

    \int_{E} f \, d\mu = 0

     October 13th, 2008 at 5:56 pm
  2. Jim Identicon Icon Jim wrote:

    Did you know that this blog supports WP_Identicon?

     October 13th, 2008 at 6:12 pm

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