Exact solution method to solve large scale integer quadratic multidimensional knapsack problems - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2007

Exact solution method to solve large scale integer quadratic multidimensional knapsack problems

Résumé

In this paper we develop a branch-and-bound algorithm for solving a particular integer quadratic multi-knapsack problem. The problem we study is defined as the maximization of a concave separable quadratic objective function over a convex set of linear constraints and bounded integer variables. Our exact solution method is based on the computation of an upper bound and also includes pre-procedure techniques in order to reduce the problem size before starting the branch-and-bound process. We lead a numerical comparison between our method and three other existing algorithms. The approach we propose outperforms other procedures for large-scaled instances (up to 2000 variables and constraints).
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Dates et versions

hal-00917814 , version 1 (12-12-2013)

Identifiants

  • HAL Id : hal-00917814 , version 1

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Dominique Quadri, Eric Soutif, Pierre Tolla. Exact solution method to solve large scale integer quadratic multidimensional knapsack problems. 2007. ⟨hal-00917814⟩
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