An Algorithm for a Nonlinear Discontinuous Knapsack Problem

This paper presents a solution procedure for a class of discontinuous nonlinear knapsack problems. These problems have a single linear constraint and a restriction that each variable must be either zero or take on a value within a specified interval. The objective function is separable and each term...

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Vydáno v:Management science Ročník 25; číslo 9; s. 884 - 894
Hlavní autoři: Armstrong, R. D, Cook, W. D, Palacios-Gomez, F. E
Médium: Journal Article
Jazyk:angličtina
Vydáno: Linthicum INFORMS 01.09.1979
Institute of Management Sciences
Institute for Operations Research and the Management Sciences
Edice:Management Science
Témata:
Algorithms
Approximation
branch-and-bound
Budgets
Capital budgeting
Computer programming
Descendants
Index sets
Investment return rates
Knapsack problem
Linear programming
Mathematical minima
Nonlinear programming
nonlinear programming algorithms
Optimal solutions
Problem solving
Relaxation
Zero
ISSN:0025-1909, 1526-5501
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Shrnutí:This paper presents a solution procedure for a class of discontinuous nonlinear knapsack problems. These problems have a single linear constraint and a restriction that each variable must be either zero or take on a value within a specified interval. The objective function is separable and each term is concave within the interval. Problems of this type arise in capital budgeting and a particular application in the scheduling of pavement maintenance is given. The branch-and-bound algorithm developed to solve the problem considers an approximation-relaxation at each step. Computational experience with the algorithm and a brief overview of applications of the model are given.
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ISSN:0025-1909
1526-5501
DOI:10.1287/mnsc.25.9.884