A fast algorithm for quadratic resource allocation problems with nested constraints
Martijn H. H. Schoot Uiterkamp,
Johann L. Hurink,
Marco E. T. Gerards
Abstract:We study the quadratic resource allocation problem and its variant with lower and upper constraints on nested sums of variables. This problem occurs in many applications, in particular battery scheduling within decentralized energy management (DEM) for smart grids. We present an algorithm for this problem that runs in O(n log n) time and, in contrast to existing algorithms for this problem, achieves this time complexity using relatively simple and easy-to-implement subroutines and data structures. This makes o… Show more
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