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| 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. |
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