search query: @indexterm RESOURCE ALLOCATION / total: 426
reference: 54 / 426
Author: | Basso, A. Peccati, L.A. |
Title: | Optimal resource allocation with minimum activation levels and fixed costs |
Journal: | European Journal of Operational Research
2001 : JUN, VOL. 131:3, p. 536-549 |
Index terms: | DYNAMIC PROGRAMMING INTEGER PROGRAMMING RESOURCE ALLOCATION |
Freeterms: | CAPITAL RATIONING |
Language: | eng |
Abstract: | The authors intend to analyze a problem of optimal resource allocation with both minimum and maximum activation levels and fixed costs. The problem is shown to be NP-hard. The authors study the consequent MILP problem and propose a dynamic programming algorithm which exploits an efficient pruning procedure. The authors present an application to a portfolio optimization problem in project financing. |
SCIMA