论文标题
嵌套约束的二次资源分配问题的快速算法
A fast algorithm for quadratic resource allocation problems with nested constraints
论文作者
论文摘要
我们研究了二次资源分配问题及其变体,并在变量的嵌套总和上具有下限和上限。此问题发生在许多应用程序中,特别是在智能电网的分散能源管理(DEM)内进行的电池调度。我们提出了此问题的算法,该算法以$ O(n \ log n)$时间运行,与此问题的现有算法相反,使用相对简单易于实现的子例程和数据结构来实现此时间的复杂性。这使我们的算法对现实生活适应和实施非常有吸引力。我们的算法与用于DEM研究工具中电池调度的子例程的数值比较表明,我们的算法大大减少了DEM系统的总执行时间,尤其是当预计电池在最佳时间表中多次完全完整或空空时。此外,使用合成数据进行的计算实验表明,我们的算法的表现优于当前最有效的算法的数量级以上。特别是,我们的算法能够在个人计算机上不到17秒内解决所有考虑的实例。
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 our algorithm very attractive for real-life adaptation and implementation. Numerical comparisons of our algorithm with a subroutine for battery scheduling within an existing tool for DEM research indicates that our algorithm significantly reduces the overall execution time of the DEM system, especially when the battery is expected to be completely full or empty multiple times in the optimal schedule. Moreover, computational experiments with synthetic data show that our algorithm outperforms the currently most efficient algorithm by more than one order of magnitude. In particular, our algorithm is able to solves all considered instances with up to one million variables in less than 17 seconds on a personal computer.