Variable fixing algorithms for the continuous quadratic knapsack problem

Variable fixing algorithms for the continuous quadratic knapsack problem

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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:
Keywords: programming: quadratic
Abstract:

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.

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