Abstract
This paper generalizes the classic resource allocation problem to the resource planning and allocation problem, in which the resource itself is a decision variable and the cost of each activity is uncertain when the resource is determined. The authors formulate this problem as a two-stage stochastic programming. The authors first propose an efficient algorithm for the case with finite states. Then, a sudgradient method is proposed for the general case and it is shown that the simple algorithm for the unique state case can be used to compute the subgradient of the objective function. Numerical experiments are conducted to show the effectiveness of the model.
Similar content being viewed by others
References
Kodialam M S and Luss H, Algorithms for separable nonlinear resource allocation problem, Operations Research, 1998, 46(2): 272–284.
Ibaraki T and Katoh N, Resource Allocation Problems, Algorithm Approaches, MIT press, Cambridge, Massachusetts, 1988.
Patriksson M, A survey on the continuous nonlinear resource allocation problem, European Journal of Operational Research, 2008, 185(1): 1–46.
Luss H, Operations research and capacity expansion problems: A survey, Operations Research, 1982, 30(5): 907–947.
Chen Z L, Li S, and Tirupati D, A scenario-based stochastic programming approach for technology and capacity planning, Computers & Operations Research, 2002, 29(7): 781–806.
Swaminathan J M, Tool procurement planning for wafer fabrication facilities: A scenario-based approach, IIE Transaction, 2002, 34(5): 145–155.
Barahona F, Bermon S, Günlük O, and Hood S, Robust capacity planning in semiconductor manufacturing, Naval Research Logistics, 2005, 52(5): 459–468.
Eppen G D, Martin R K, and Schrage L, A scenario approach to capacity planning, Operations Research, 1989, 37: 517–527.
Ruszczynski A and Shapiro A, Optimality and duality in stochastic programming, ed. by Ruszczynski A and Shapiro A, Handbooks in OR & MS, Vol. 10, Elsevier, 2003
Author information
Authors and Affiliations
Corresponding author
Additional information
This research is supported by in part by the National Natural Science Foundation of China under Grant Nos. 71390334 and 71132008, the MOE Project of Key Research Institute of Humanities and Social Sciences at Universities under Grant No. 11JJD630004, and Program for New Century Excellent Talents in University under Grant No. NCET-13-0660.
This paper was recommended for publication by Editor DAI Yuhong.
Rights and permissions
About this article
Cite this article
Zhang, J. Resource planning and allocation problem under uncertain environment. J Syst Sci Complex 28, 1115–1127 (2015). https://doi.org/10.1007/s11424-014-2183-0
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11424-014-2183-0