Improving an exact approach for solving separable integer quadratic knapsack problems

Improving an exact approach for solving separable integer quadratic knapsack problems

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Article ID: iaor2012235
Volume: 23
Issue: 1
Start Page Number: 21
End Page Number: 28
Publication Date: Jan 2012
Journal: Journal of Combinatorial Optimization
Authors: ,
Keywords: programming: integer, heuristics, programming: branch and bound
Abstract:

We consider the specially structured (pure) integer Quadratic Multi‐Knapsack Problem (QMKP) tackled in the paper ‘Exact solution methods to solve large scale integer quadratic knapsack problems’ by D. Quadri, E. Soutif and P. Tolla (2009), recently appeared on this journal, where the problem is solved by transforming it into an equivalent 0–1 linearized Multi‐Knapsack Problem (MKP). We show that, by taking advantage of the structure of the transformed (MKP), it is possible to derive an effective variable fixing procedure leading to an improved branch‐and‐bound approach. This procedure reduces dramatically the resulting linear problem size inducing an impressive improvement in the performances of the related branch and bound approach when compared to the results of the approach proposed by D. Quadri, E. Soutif and P. Tolla.

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