Algorithms for separable convex optimization with linear ascending constraints

P T Akhil, Rajesh Sundaresan
2018 Sadhana (Bangalore)  
The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a separable convex function over the bases of a polymatroid with a certain structure. The paper generalizes a prior algorithm to a wider class of separable convex objective functions that need not be smooth or strictly convex. The paper also summarizes the
more » ... e-of-the-art algorithms that solve this optimization problem. When the objective function is a so-called d-separable function, a simpler linear time algorithm solves the problem.
doi:10.1007/s12046-018-0890-2 fatcat:pi4kksrgnjgk3k55h6jkmqek5i