| Article ID: | iaor20082003 |
| Country: | Netherlands |
| Volume: | 35 |
| Issue: | 2 |
| Start Page Number: | 172 |
| End Page Number: | 180 |
| Publication Date: | Mar 2007 |
| Journal: | Operations Research Letters |
| Authors: | Romeijn H. Edwin, Geunes Joseph, Taaffe Kevin |
| Keywords: | knapsack problem |
We develop a polynomial-time algorithm for a class of nonseparable convex maximization problems with continuous knapsack constraints based on an analysis of the Karush–Kuhn–Tucker optimality conditions and the special problem structure. This problem class has applicability in areas such as production and logistics planning and financial engineering.