Article ID: | iaor20001841 |
Country: | Netherlands |
Volume: | 112 |
Issue: | 3 |
Start Page Number: | 664 |
End Page Number: | 672 |
Publication Date: | Feb 1999 |
Journal: | European Journal of Operational Research |
Authors: | Billionnet Alain, Faye Alain, Soutif ric |
Keywords: | knapsack problem |
The 0–1 quadratic knapsack problem (QKP) consists in maximizing a positive quadratic pseudo-Boolean function subject to a linear capacity constraint. We present in this paper a new method, based on Lagrangian decomposition, for computing an upper bound of QKP. We report computational experiments which demonstrate the sharpness of the bound (relative error very often less than 1%) for large size instances (up to 500 variables).