多资源约束下连续活动的动态规划技术

A Dynamic Planning Technique for Continuous Activities Under Multiple Resource Constraints

Management Science · 1987
被引 4
人大 A+FT50UTD24ABS 4*

中文导读

提出一种将单纯形搜索算法融入动态规划递归计算的方法,缓解“维度灾难”,适用于含不可微或高度非线性性能函数的多资源分配问题,并在复杂问题中验证了多项式平均性能。

Abstract

The solution technique developed in this paper integrates the simplex search algorithm into the recursive calculations of dynamic programming in order to mitigate the “curse-of-dimensionality.” Since differentiation is not required as a means of optimization procedure, it is expected that this technique will have an important impact on planning problems, such as the multiple resource allocation problems which involve nondifferentiable and/or highly nonlinear performance functions. Applications of the technique to very complex problems seem to confirm the anticipated polynomial average performance.

动态规划单纯形搜索资源约束连续活动