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The use of dynamic programming methodology for the solution of a class of nonlinear programming problems

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  • Mary W. Cooper

Abstract

This paper presents an application of a method for finding the global solution to a problem in integers with a separable objective function of a very general form. This report shows that there is a relationship between an integer problem with a separable nonlinear objective function and many constraints and a series of nonlinear problems with only a single constraint, each of which can be solved sequentially using dynamic programming. The first solution to any of the individual smaller problems that satisfies the original constraints in addition, will be the optimal solution to the multiply‐constrained problem.

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  • Mary W. Cooper, 1980. "The use of dynamic programming methodology for the solution of a class of nonlinear programming problems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 27(1), pages 89-95, March.
    • Handle: RePEc:wly:navlog:v:27:y:1980:i:1:p:89-95
    DOI: 10.1002/nav.3800270108
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    Cited by:

    1. Kurt M. Bretthauer & Bala Shetty & Siddhartha Syam, 2003. "A specially structured nonlinear integer resource allocation problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 50(7), pages 770-792, October.

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