IDEAS home Printed from https://ideas.repec.org/a/inm/orijoc/v37y2025i6p1500-1517.html

Symmetric Separable Convex Resource Allocation Problems with Structured Disjoint Interval Bound Constraints

Author

Listed:
  • Martijn H. H. Schoot Uiterkamp

    (Department of Econometrics & Operations Research, Tilburg University, 5000 LE Tilburg, Netherlands)

Abstract

Motivated by the problem of scheduling electric vehicle (EV) charging with a minimum charging threshold in smart distribution grids, we introduce the resource allocation problem (RAP) with a symmetric separable convex objective function and disjoint interval bound constraints. In this RAP, the aim is to allocate an amount of resource over a set of n activities, in which each individual allocation is restricted to a disjoint collection of m intervals. This is a generalization of classic RAPs studied in the literature in which, in contrast, each allocation is only restricted by simple lower and upper bounds, that is, m = 1. We propose an exact algorithm that, for four special cases of the problem, returns an optimal solution in O ( ( n + m − 2 m − 2 ) ( n log n + n F ) ) time, where the term nF represents the number of flops required for one evaluation of the separable objective function. In particular, the algorithm runs in polynomial time when the number of intervals m is fixed. Moreover, we show how this algorithm can be adapted also to output an optimal solution to the problem with integer variables without increasing its time complexity. Computational experiments demonstrate the practical efficiency of the algorithm for small values of m and, in particular, for solving EV charging problems.

Suggested Citation

  • Martijn H. H. Schoot Uiterkamp, 2025. "Symmetric Separable Convex Resource Allocation Problems with Structured Disjoint Interval Bound Constraints," INFORMS Journal on Computing, INFORMS, vol. 37(6), pages 1500-1517, November.
  • Handle: RePEc:inm:orijoc:v:37:y:2025:i:6:p:1500-1517
    DOI: 10.1287/ijoc.2023.0263
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/ijoc.2023.0263
    Download Restriction: no

    File URL: https://libkey.io/10.1287/ijoc.2023.0263?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Dorit S. Hochbaum, 1994. "Lower and Upper Bounds for the Allocation Problem and Other Nonlinear Optimization Problems," Mathematics of Operations Research, INFORMS, vol. 19(2), pages 390-409, May.
    2. Apostolaki-Iosifidou, Elpiniki & Codani, Paul & Kempton, Willett, 2017. "Measurement of power loss during electric vehicle charging and discharging," Energy, Elsevier, vol. 127(C), pages 730-742.
    3. Beaudin, Marc & Zareipour, Hamidreza, 2015. "Home energy management systems: A review of modelling and complexity," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 318-335.
    4. Thijs Klauw & Marco E. T. Gerards & Johann L. Hurink, 2017. "Resource allocation problems in decentralized energy management," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(3), pages 749-773, July.
    5. Michel, S. & Perrot, N. & Vanderbeck, F., 2009. "Knapsack problems with setups," European Journal of Operational Research, Elsevier, vol. 196(3), pages 909-918, August.
    6. N. J. Jobst & M. D. Horniman & C. A. Lucas & G. Mitra, 2001. "Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints," Quantitative Finance, Taylor & Francis Journals, vol. 1(5), pages 489-501.
    7. Esther, B. Priya & Kumar, K. Sathish, 2016. "A survey on residential Demand Side Management architecture, approaches, optimization models and methods," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 342-351.
    8. Rui Diao & Ya-Feng Liu & Yu-Hong Dai, 2017. "A new fully polynomial time approximation scheme for the interval subset sum problem," Journal of Global Optimization, Springer, vol. 68(4), pages 749-775, August.
    9. 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.
    10. Patriksson, Michael & Strömberg, Christoffer, 2015. "Algorithms for the continuous nonlinear resource allocation problem—New implementations and numerical studies," European Journal of Operational Research, Elsevier, vol. 243(3), pages 703-722.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Schoot Uiterkamp, Martijn H.H., 2025. "Symmetric separable convex resource allocation problems with structured disjoint interval bound constraints," Other publications TiSEM 5571ef58-bd14-4f57-ade9-0, Tilburg University, School of Economics and Management.
    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. Zeyang Wu & Kameng Nip & Qie He, 2021. "A New Combinatorial Algorithm for Separable Convex Resource Allocation with Nested Bound Constraints," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1197-1212, July.
    4. Schoot Uiterkamp, Martijn H.H., 2025. "Scheduling bidirectional battery charging with minimum (dis)charging thresholds," Other publications TiSEM 52261c81-de48-4852-a42f-3, Tilburg University, School of Economics and Management.
    5. Thijs Klauw & Marco E. T. Gerards & Johann L. Hurink, 2017. "Resource allocation problems in decentralized energy management," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(3), pages 749-773, July.
    6. Jungho Park & Hadi El-Amine & Nevin Mutlu, 2021. "An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1213-1228, July.
    7. Lee, Zu-Hsu & Deng, Shiming & Lin, Beixin & Yang, James G.S., 2010. "Decision model and analysis for investment interest expense deduction and allocation," European Journal of Operational Research, Elsevier, vol. 200(1), pages 268-280, January.
    8. Martijn H. H. Schoot Uiterkamp, 2025. "A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra," Mathematics of Operations Research, INFORMS, vol. 50(1), pages 252-276, February.
    9. Sathaye, Nakul & Madanat, Samer, 2011. "A bottom-up solution for the multi-facility optimal pavement resurfacing problem," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 1004-1017, August.
    10. Jamie Fravel & Robert Hildebrand & Laurel Travis, 2024. "Continuous Equality Knapsack with Probit-Style Objectives," Journal of Optimization Theory and Applications, Springer, vol. 202(3), pages 1060-1076, September.
    11. 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.
    12. Patriksson, Michael & Strömberg, Christoffer, 2015. "Algorithms for the continuous nonlinear resource allocation problem—New implementations and numerical studies," European Journal of Operational Research, Elsevier, vol. 243(3), pages 703-722.
    13. Hsin-Min Sun & Ruey-Lin Sheu, 2019. "Minimum variance allocation among constrained intervals," Journal of Global Optimization, Springer, vol. 74(1), pages 21-44, May.
    14. Marco E. T. Gerards & Johann L. Hurink, 2016. "Robust Peak-Shaving for a Neighborhood with Electric Vehicles," Energies, MDPI, vol. 9(8), pages 1-16, July.
    15. Schoot Uiterkamp, Martijn H.H., 2025. "A characterization of simultaneous optimization, majorization, and (bi)submodular polyhedra," Other publications TiSEM 59cc86d9-0a5d-4a7d-b47c-d, Tilburg University, School of Economics and Management.
    16. ten Eikelder, S.C.M. & van Amerongen, J.H.M., 2023. "Resource allocation problems with expensive function evaluations," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1170-1185.
    17. Bueno, L.F. & Haeser, G. & Kolossoski, O., 2024. "On the paper “Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem”," European Journal of Operational Research, Elsevier, vol. 313(3), pages 1217-1222.
    18. Torrealba, E.M.R. & Silva, J.G. & Matioli, L.C. & Kolossoski, O. & Santos, P.S.M., 2022. "Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem," European Journal of Operational Research, Elsevier, vol. 299(1), pages 46-59.
    19. Hoto, R.S.V. & Matioli, L.C. & Santos, P.S.M., 2020. "A penalty algorithm for solving convex separable knapsack problems," Applied Mathematics and Computation, Elsevier, vol. 387(C).
    20. Finnah, Benedikt & Gönsch, Jochen, 2021. "Optimizing trading decisions of wind power plants with hybrid energy storage systems using backwards approximate dynamic programming," International Journal of Production Economics, Elsevier, vol. 238(C).

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:orijoc:v:37:y:2025:i:6:p:1500-1517. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.