A column generation method for the multiple-choice multi-dimensional knapsack problem

  • Authors:
  • N. Cherfi;M. Hifi

  • Affiliations:
  • CES, Equipe CERMSEM, Maison des Sciences Economiques, Université Paris 1 Panthéon-Sorbonne, Paris Cedex 13, France 75634;MIS, Axe Discrete Optimization and Re-optimization, Université de Picardie Jules Verne, Amiens, France 80000

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2010

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Abstract

In this paper, we propose to solve large-scale multiple-choice multi-dimensional knapsack problems. We investigate the use of the column generation and effective solution procedures. The method is in the spirit of well-known local search metaheuristics, in which the search process is composed of two complementary stages: (i) a rounding solution stage and (ii) a restricted exact solution procedure. The method is analyzed computationally on a set of problem instances of the literature and compared to the results reached by both Cplex solver and a recent reactive local search. For these instances, most of which cannot be solved to proven optimality in a reasonable runtime, the proposed method improves 21 out of 27.