Exact solution method to solve large scale integer quadratic multidimensional knapsack problems

Exact solution method to solve large scale integer quadratic multidimensional knapsack problems

In this paper we develop a branch-and-bound algorithm for solving a particular integer quadratic multi-knapsack problem. The problem we study is defined as the maximization of a concave separable quadratic objective function over a convex set of linear constraints and bounded integer variables. Our exact solution method is based on the computation of an upper bound and also includes pre-procedu...

Upper Bounds for Large Scale Integer Quadratic Multidimensional Knapsack Problems

We consider the separable quadratic multi-knapsack problem (QMKP) which consists in maximizing a concave separable quadratic integer function subject to m linear capacity constraints. The aim of this paper is to develop an effective method to compute an upper bound for (QMKP) from a surrogate relaxation originally proposed in Djerdjour et al. (1988). The quality of three other upper bounds for...

A Branch-and-Bound Algorithm to Solve Large Scale Integer Quadratic Multi-Knapsack Problems

Exact Solution of the Quadratic Knapsack Problem

The Quadratic Knapsack Problem (QKP) calls for maximizing a quadratic objective function subject to a knapsack constraint, where all coeecients are assumed to be nonnegative and all variables are binary. The problem has applications in location and hydrology, and generalizes the problem of checking whether a graph contains a clique of a given size. We propose an exact branch-and-bound algorithm...

An Integer Programming-based Local Search for Large-Scale Multidimensional Knapsack Problems

Integer programming-based local search (IPbLS) is a metaheuristic recently proposed for solving linear combinatorial optimization problems. IPbLS is basically the same as the first-choice hillclimbing except for using integer programming for neighbor generation. Meanwhile, the multidimensional knapsack problem (MKP) is one of the most well-known linear combinatorial optimization problems and ha...