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Parametric network utility maximization problem

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Abstract

We show how to solve the parametric utility maximization problem with a continuous parameter in a finite number of steps in order to obtain a solution with given accuracy. Also, we propose a new approach for the discretization of time for the parametric utility maximization problem with Lipschitz utility function. Some numerical results are provided.

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Acknowledgments

This work was supported by grant from Korean Government Scholarship Program 2012.

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Authors and Affiliations

  1. Department of Information and Communications System, UHRC, Inje University, Gimhae, Gyeongnam, South Korea

    Lutbat Yadamsuren & Won-Joo Hwang

  2. Department of Mathematics and Computer, National University of Mongolia, Ulaanbaatar, Mongolia

    Enkhbat Rentsen

  3. Department of Information Security, Tongmyong University, Busan, South Korea

    Suk-Hwan Lee

Authors
  1. Lutbat Yadamsuren
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  2. Enkhbat Rentsen
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  3. Suk-Hwan Lee
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  4. Won-Joo Hwang
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Correspondence to Won-Joo Hwang.

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Yadamsuren, L., Rentsen, E., Lee, SH. et al. Parametric network utility maximization problem. Optim Lett 8, 889–901 (2014). https://doi.org/10.1007/s11590-013-0639-0

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  • DOI: https://doi.org/10.1007/s11590-013-0639-0

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