ABSTRACT Under study is the problem of optimum allocation of a resource. The following is proposed: the algorithm of dynamic programming in which on each step we only use the set of Pareto-optimal points, from which unpromising points are in addition excluded. For this purpose, initial approximations and bilateral prognostic evaluations of optimum are used. These evaluations are obtained by the method of branch and bound. A new algorithm “descent-ascent” is proposed to find upper and lower limits of the optimum. It repeatedly allows to increase the efficiency of the algorithm in the comparison with the well known methods. The results of calculations are included.
Cite this paper
V. Struchenkov, "Combined Algorithms of Optimal Resource Allocation," Applied Mathematics, Vol. 3 No. 1, 2012, pp. 78-85. doi: 10.4236/am.2012.31013.
 R. Bellman and S. Drejfus, “Applied Dynamic Programming,” Princeton University Press, Princeton, 1962.
 S. Martello and P. Toth, “Knapsack Problems: Algorithms and Computer Implementation,” John Willey & Sons Ltd., Chichester, 1990.
 S. Dasgupta, C. H. Papadimitriou and U. V. Vazirani, “Algorithms,” McGraw-Hill, Boston, 2006.
 V. I. Struchenkov “ Dynamic Programming with Pareto Sets,” Journal of Applied and Industrial Mathematics, Vol. 4, No. 3, 2010, pp. 428-430,
 V. I. Struchenkov. “Optimization Methods in Applied Problems,” Solon-Press, Moscow, 2009.