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Technical Note—Extension of the Luss-Gupta Resource Allocation Algorithm by Means of First Order Approximation Techniques

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  • John M. Einbu

    (SHAPE Technical Centre, The Hague, Netherlands)

Abstract

A resource allocation algorithm proposed by Luss and Gupta is extended by the introduction of a numerical method for the optimal distribution of a continous resource among preselected activities as an option to the analytical method applied in the original algorithm. The numerical method allows return functions which cannot be dealt with by the analytical method. An integral part of the numerical method is a composite recurrence relation obtained from the Kuhn-Tucker conditions of the problem with linear functions substituted for the derivatives of the return functions. The convergency of the recurrence process is proven for a class of return functions.

Suggested Citation

  • John M. Einbu, 1981. "Technical Note—Extension of the Luss-Gupta Resource Allocation Algorithm by Means of First Order Approximation Techniques," Operations Research, INFORMS, vol. 29(3), pages 621-626, June.
    • Handle: RePEc:inm:oropre:v:29:y:1981:i:3:p:621-626
    DOI: 10.1287/opre.29.3.621
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    Cited by:

    1. Muralidharan S. Kodialam & Hanan Luss, 1998. "Algorithms for Separable Nonlinear Resource Allocation Problems," Operations Research, INFORMS, vol. 46(2), pages 272-284, April.

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