Global Optimality Conditions and Optimization Methods for Quadratic Knapsack Problems

Global Optimality Conditions and Optimization Methods for Quadratic Knapsack Problems

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Article ID: iaor201110517
Volume: 151
Issue: 2
Start Page Number: 241
End Page Number: 259
Publication Date: Nov 2011
Journal: Journal of Optimization Theory and Applications
Authors: , , ,
Keywords: programming: quadratic
Abstract:

The quadratic knapsack problem (QKP) maximizes a quadratic objective function subject to a binary and linear capacity constraint. Due to its simple structure and challenging difficulty, it has been studied intensively during the last two decades. This paper first presents some global optimality conditions for (QKP), which include necessary conditions and sufficient conditions. Then a local optimization method for (QKP) is developed using the necessary global optimality condition. Finally a global optimization method for (QKP) is proposed based on the sufficient global optimality condition, the local optimization method and an auxiliary function. Several numerical examples are given to illustrate the efficiency of the presented optimization methods.

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