Technical Report 2000-017

Resource Allocation With Noisy Functions

Arne Andersson, Per Carlsson, and Fredrik Ygge

August 2000

Abstract:

We consider resource allocation with separable objective functions defined over subranges of the integers. While it is well known that (the maximisation version of) this problem can be solved efficiently if the objective functions are concave, the general problem of resource allocation with functions that are not necessarily concave is difficult.

In this article we show that for a large class of problem instances with noisy objective functions the optimal solutions can be computed efficiently. We support our claims by experimental evidence. Our experiments show that our algorithm in hard and practically relevant cases runs up to 40 - 60 times faster than the brute force testing of all possible solutions.

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