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

نویسندگان

  • Dominique Quadri
  • Éric Soutif
  • Pierre Tolla
چکیده

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-procedure techniques in order to reduce the problem size before starting the branch-and-bound process. We lead a numerical comparison between our method and three other existing algorithms. The approach we propose outperforms other procedures for large-scaled instances (up to 2000 variables and constraints).

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عنوان ژورنال:
  • J. Comb. Optim.

دوره 17  شماره 

صفحات  -

تاریخ انتشار 2009