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arXiv 2106.05099math.OC
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具有昂贵函数求值的资源分配问题

Resource allocation problems with expensive function evaluations

S. C. M. ten Eikelder, J. H. M. van Amerongen

摘要:

资源分配问题是运筹学中的经典问题之一,几十年来一直受到广泛的研究。然而,目前的解决方案的方法是不能够有效地处理昂贵的功能评估,这可能会发生在各种应用程序的问题。研究了具有代价函数的整数资源分配问题,包括凸的和非凸的可分费用函数。我们提出了几种解决方案的方法,无论是抽象的和精确的方法,其目的是限制功能评估的数量。在数值实验中,使用随机生成的实例和两个资源分配问题发生在放射治疗计划的实例的方法进行比较。结果表明,所提出的解决方案的方法与现有的衍生物自由优化求解器。

英文摘要:

The resource allocation problem is among the classical problems in operations research, and has been studied extensively for decades. However, current solution approaches are not able to efficiently handle problems with expensive function evaluations, which can occur in a variety of applications. We study the integer resource allocation problem with expensive function evaluations, for both convex and non-convex separable cost functions. We present several solution methods, both heuristics and exact methods, that aim to limit the number of function evaluations. The methods are compared in numerical experiments using both randomly generated instances and instances from two resource allocation problems occurring in radiation therapy planning. Results show that the presented solution methods compare favorably against existing derivative free optimization solvers.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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