Concise RLT forms of binary programs: A computational study of the quadratic knapsack problem

Concise RLT forms of binary programs: A computational study of the quadratic knapsack problem

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Article ID: iaor2010195
Volume: 57
Issue: 1
Start Page Number: 1
End Page Number: 12
Publication Date: Feb 2010
Journal: Naval Research Logistics
Authors: , ,
Keywords: programming: linear
Abstract:

The reformulation‐linearization technique (RLT) is a methodology for constructing tight linear programming relaxations of mixed discrete problems. A key construct is the multiplication of ‘product factors’ of the discrete variables with problem constraints to form polynomial restrictions, which are subsequently linearized. For special problem forms, the structure of these linearized constraints tends to suggest that certain classes may be more beneficial than others. We examine the usefulness of subsets of constraints for a family of 0–1 quadratic multidimensional knapsack programs and perform extensive computational tests on a classical special case known as the 0–1 quadratic knapsack problem. We consider RLT forms both with and without these inequalities, and their comparisons with linearizations derived from published methods. Interestingly, the computational results depend in part upon the commercial software used.

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