Article ID: | iaor20091376 |
Country: | Netherlands |
Volume: | 136 |
Issue: | 3 |
Start Page Number: | 445 |
End Page Number: | 458 |
Publication Date: | Mar 2008 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Kiwiel K.C. |
Keywords: | programming: quadratic |
We study several variations of the Bitran–Hax variable fixing method for the continuous quadratic knapsack problem. We close the gaps in the convergence analysis of several existing methods and provide more efficient versions. We report encouraging computational results for large-scale problems.