Nonlinear optimization is applied to resource allocation, as for example,
buffer pool optimization in computer database software where only the
marginal utility is known. The method for allocating resources comprises
the steps of starting from an initial allocation, calculating the
marginal utility of the allocation, calculating the constraint functions
of the allocation, and applying this information to obtain a next
allocation and repeating these steps until a stopping criteria is
satisfied, in which case a locally optimal allocation is returned.