Using a Mixed Integer Programming Tool for Solving the 0-1 Quadratic Knapsack Problem
Résumé
Abstract. We consider in this paper the 0-1 Quadratic Knapsack Problem (QKP). Our purpose is to show that using a linear reformulation of this problem and a standard mixed integer programming tool, it is possible to efficiently solve (QKP) in terms of computation time and of size of problems, in comparison with the existing methods. Considering a problem involving n variables, the linearization technique we propose has the advantage of adding only (n-1) real variables and 2(n-1) constraints. This method allows to exactly solve (QKP) instances up to 140 variables.