Separable Convex Optimization with Nested Lower and Upper Constraints
Author(s) -
Thibaut Vidal,
Daniel Gribel,
Patrick Jaillet
Publication year - 2018
Publication title -
informs journal on optimization
Language(s) - English
Resource type - Journals
eISSN - 2575-1492
pISSN - 2575-1484
DOI - 10.1287/ijoo.2018.0004
Subject(s) - convexity , separable space , mathematical optimization , mathematics , monotonic function , upper and lower bounds , range (aeronautics) , convex optimization , differentiable function , satisfiability , convex function , regular polygon , computer science , discrete mathematics , pure mathematics , mathematical analysis , geometry , materials science , financial economics , economics , composite material
We study a convex resource allocation problem in which lower and upper bounds are imposed on partial sums of allocations. This model is linked to a large range of applications, including production...
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