Continuous Equality Knapsack with Probit-Style Objectives

Simple item page
dc.contributor.authorFravel, Jamieen
dc.contributor.authorHildebrand, Roberten
dc.contributor.authorTravis, Laurelen
dc.date.accessioned2023-01-04T14:49:36Zen
dc.date.available2023-01-04T14:49:36Zen
dc.date.issued2022-11-04en
dc.date.updated2022-12-30T19:36:11Zen
dc.description.abstractWe study continuous, equality knapsack problems with uniform separable, non-convex objective functions that are continuous, strictly increasing, antisymmetric about a point, and have concave and convex regions. For example, this model captures a simple allocation problem with the goal of optimizing an expected value where the objective is a sum of cumulative distribution functions of identically distributed normal distributions (i.e., a sum of inverse probit functions). We prove structural results of this model under general assumptions and provide two algorithms for efficient optimization: (1) running in linear time and (2) running in a constant number of operations given preprocessing of the objective function.en
dc.description.versionSubmitted versionen
dc.format.mimetypeapplication/pdfen
dc.identifier.orcidTravis, Laurel [0000-0001-6891-3381]en
dc.identifier.orcidHildebrand, Robert [0000-0002-2730-0084]en
dc.identifier.urihttp://hdl.handle.net/10919/113020en
dc.language.isoenen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.titleContinuous Equality Knapsack with Probit-Style Objectivesen
dc.title.serialJournal of Optimization Theory and Applicationsen
dc.typeArticleen
dc.type.dcmitypeTexten
dc.type.otherArticleen
pubs.organisational-group/Virginia Techen
pubs.organisational-group/Virginia Tech/Engineeringen
pubs.organisational-group/Virginia Tech/Engineering/Industrial and Systems Engineeringen
pubs.organisational-group/Virginia Tech/Pamplin College of Businessen
pubs.organisational-group/Virginia Tech/Pamplin College of Business/Business Information Technologyen
pubs.organisational-group/Virginia Tech/All T&R Facultyen
pubs.organisational-group/Virginia Tech/Engineering/COE T&R Facultyen

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
2211.02237.pdf
Size:
5.74 MB
Format:
Adobe Portable Document Format
Description:
Submitted version
Download

Collections

All Faculty Deposits
Scholarly Works, Business Information Technology
Scholarly Works, Industrial and Systems Engineering