Bounded knapsack sharing

A bounded knapsack sharing problem is a maximin or minimax mathematical programming problem with one or more linear inequality constraints, an objective function composed of single variable continuous functions called tradeoff functions, and lower and upper bounds on the variables. A single constraint problem which can have negative or positive constraint coefficients and any type of continuous tradeoff functions (including multi-modal, multiple-valued and staircase functions) is considered first. Limiting conditions where the optimal value of a variable may be plus or minus infinity are explicitly considered. A preprocessor procedure to transform any single constraint problem to a finite form problem (an optimal feasible solution exists with finite variable values) is developed. Optimality conditions and three algorithms are then developed for the finite form problem. For piecewise linear tradeoff functions, the preprocessor and algorithms are polynomially bounded. The preprocessor is then modified to handle bounded knapsack sharing problems with multiple constraints. An optimality condition and algorithm is developed for the multiple constraint finite form problem. For multiple constraints, the time needed for the multiple constraint finite form algorithm is the time needed to solve a single constraint finite form problem multiplied by the number of constraints. Some multiple constraint problems cannot be transformed to multiple constraint finite form problems.