A surrogate relaxation based algorithm for a general quadratic multi-dimensional knapsack problem

Authors:
Mohamed Djerdjour;Kamlesh Mathur;Harvey M. Salkin
Affiliations:
Department of Operations Research, Case Western Reserve University, Cleveland, OH 44106, USA;Department of Operations Research, Case Western Reserve University, Cleveland, OH 44106, USA;Department of Operations Research, Case Western Reserve University, Cleveland, OH 44106, USA
Venue:
Operations Research Letters
Year:
1988

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Abstract

In this paper, we develop a framework to solve a General Quadratic Multi-dimensional Knapsack Problem using surrogate relaxation. This paper exploits the fact that a continuous single constraint quadratic knapsack problem can be solved by inspection by the procedure given by Mathur et al. [6]. A preliminary computational study indicates that the proposed algorithm is much more efficient than some of the alternate procedures.