Descent algorithms for discrete resource allocation problems

Author

Cassandras, Christos G. ; Julka, Vibhor

Author_Institution

Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA

Volume

3

fYear

1994

Firstpage

2639

Abstract

We consider a class of discrete resource allocation problems, which are hard due to the combinatorial explosion of the discrete search space. In addition, if no dosed-form expressions are available for the cost function of interest, one needs to evaluate or (for stochastic environments) estimate the cost function through simulation. A new approach for such problems (which are typically encountered in discrete event systems), was proposed previously by us (1993). In this paper, we study the deterministic version of the problem and derive necessary and sufficient conditions for a globally optimal solution. A descent algorithm is also presented and it is shown that the algorithm yields a globally optimal allocation

Keywords

discrete event systems; iterative methods; operations research; optimisation; resource allocation; search problems; cost function; descent algorithms; discrete event systems; discrete resource allocation; discrete search space; globally optimal allocation; iterative method; necessary condition; sufficient condition; Cost function; Discrete event systems; Explosions; Measurement; Network servers; Radio network; Resource management; Stochastic processes; Sufficient conditions; System performance;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on

Conference_Location

Lake Buena Vista, FL

Print_ISBN

0-7803-1968-0

Type

conf

DOI

10.1109/CDC.1994.411545

Filename

411545