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On an Allocation Problem with Multistage Constraints

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  • Lalitha Sanathanan

    (University of Illinois at Chicago Circle, Chicago, Illinois)

Abstract

This paper gives a simple algorithm for finding optimal allocations subject to a hierarchy of limits when the loss function is separable strictly convex and the resources function is linear. Its applications to capital budgeting and multistage sampling are pointed out. The allocation problem considered by Srikantan [ Opns. Res. 11, 265–273 (1963)] is a special case of the problem considered in this paper.

Suggested Citation

  • Lalitha Sanathanan, 1971. "On an Allocation Problem with Multistage Constraints," Operations Research, INFORMS, vol. 19(7), pages 1647-1663, December.
    • Handle: RePEc:inm:oropre:v:19:y:1971:i:7:p:1647-1663
    DOI: 10.1287/opre.19.7.1647
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    Cited by:

    1. Patriksson, Michael, 2008. "A survey on the continuous nonlinear resource allocation problem," European Journal of Operational Research, Elsevier, vol. 185(1), pages 1-46, February.
    2. Martijn H. H. Schoot Uiterkamp & Marco E. T. Gerards & Johann L. Hurink, 2022. "On a Reduction for a Class of Resource Allocation Problems," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1387-1402, May.
    3. Friedrich, Ulf & Münnich, Ralf & de Vries, Sven & Wagner, Matthias, 2015. "Fast integer-valued algorithms for optimal allocations under constraints in stratified sampling," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 1-12.

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