https://github.com/cvxgrp/resalloc

Efficient allocation of fungible resources

https://github.com/cvxgrp/resalloc

Science Score: 13.0%

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Repository

Efficient allocation of fungible resources

Basic Info
  • Host: GitHub
  • Owner: cvxgrp
  • License: apache-2.0
  • Language: Jupyter Notebook
  • Default Branch: main
  • Size: 450 KB
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  • Stars: 3
  • Watchers: 2
  • Forks: 2
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Created about 5 years ago · Last pushed over 4 years ago
Metadata Files
Readme License

README.md

Resource allocation

This repo accompanies the paper Allocation of Fungible Resources via a Fast, Scalable Price Discovery Method.

To get started with the code, clone this repo, run

python setup.py install

in a virtual environment of your choice, and try out the notebooks, which reproduce the examples from the paper.

Example

The resalloc package exports one main class representing a resource allocation problem, called AllocationProblem. It also exports a number of utility functions.

Here is a code example showing how to set up and solve a simple problem.

```python3 import torch from resalloc.fungible import AllocationProblem, utilites

njobs, nresources = int(1e6), 4 throughputmatrix = torch.rand((njobs, nresources)) resourcelimits = torch.rand(nresoures) * njobs + 1e3

problem = AllocationProblem( throughputmatrix=throughputmatrix, resourcelimits=resourcelimits, utility_function=utilities.Log() )

problem.solve(verbose=True)

X is the optimal allocation

print(problem.X)

prices are the optimal prices

print(problem.prices) ```

For more details about the available utilities, and how to customize the solve method with optional arguments, please consult the source code.

Owner

  • Name: Stanford University Convex Optimization Group
  • Login: cvxgrp
  • Kind: organization
  • Location: Stanford, CA

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