A simple convex optimization problem with many applications

Rene Victor Valqui Vidal

    Research output: Contribution to journalJournal articleResearchpeer-review

    Abstract

    This paper presents an algorithm for the solution of a simple convex optimization problem. This problem is a generalization of several other optimization problems which have applications to resource allocation, optimal capacity expansion, and vehicle scheduling. The algorithm is based on a constraint-relaxation approach. It is easily implemented and transparent, and can be used to solve even fairly large problems by hand calculator.
    Original languageEnglish
    JournalIMA Journal of Mathematics Applied in Business and Industry
    Volume5
    Pages (from-to)15-23
    Publication statusPublished - 1994

    Keywords

    • optimization
    • applications
    • convex problem

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