A Dynamic Planning Technique for Continuous Activities Under Multiple Resource Constraints
Management Science · 1987 · Volume 33 · Issue 10
Abstract
The solution technique developed in this paper integrates the simplex search algorithm into the recursive calculations of dynamic programming in order to mitigate the “curse-of-dimensionality.” Since differentiation is not required as a means of optimization procedure, it is expected that this technique will have an important impact on planning problems, such as the multiple resource allocation problems which involve nondifferentiable and/or highly nonlinear performance functions. Applications of the technique to very complex problems seem to confirm the anticipated polynomial average performance.
Keywords
dynamic programming, simplex search
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