Combined Algorithms of Optimal Resource Allocation

• 作者: Valery I. Struchenkov
• 来源期刊: 应用数学(英文)
• 学科: 医学
• 关键词: Dynamic PROGRAMMING The PARETO Set Branch and BOUND Method The CURSE of Dimensionality Algorithm “Descent-Ascent”
• 年，卷（期）: 2012,（1）
• 页码范围: 78-85
• 页数: 8页
• 分类号: R73

摘要

Under study is the problem of optimum allocation of a resource. The following is proposed: the algorithm of dynamic programming in which on each step we only use the set of Pareto-optimal points, from which unpromising points are in addition excluded. For this purpose, initial approximations and bilateral prognostic evaluations of optimum are used. These evaluations are obtained by the method of branch and bound. A new algorithm “descent-ascent” is proposed to find upper and lower limits of the optimum. It repeatedly allows to increase the efficiency of the algorithm in the comparison with the well known methods. The results of calculations are included.