A new upper bound for the 0-1 quadratic knapsack problem

The 0-1 quadratic knapsack problem (QKP) consists in maximizing a positive quadratic pseudo-Boolean function subject to a linear capacity constraint. We present in this paper a new method, based on Lagrangian decomposition, for computing an upper bound of QKP. We report computational experiments whi...

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Veröffentlicht in:European journal of operational research Jg. 112; H. 3; S. 664 - 672
Hauptverfasser: Billionnet, Alain, Faye, Alain, Soutif, Éric
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Amsterdam Elsevier B.V 01.02.1999
Elsevier
Elsevier Sequoia S.A
Schriftenreihe:European Journal of Operational Research
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ISSN:0377-2217, 1872-6860
Online-Zugang:Volltext
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Zusammenfassung:The 0-1 quadratic knapsack problem (QKP) consists in maximizing a positive quadratic pseudo-Boolean function subject to a linear capacity constraint. We present in this paper a new method, based on Lagrangian decomposition, for computing an upper bound of QKP. We report computational experiments which demonstrate the sharpness of the bound (relative error very often less than 1%) for large size instances (up to 500 variables).
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:0377-2217
1872-6860
DOI:10.1016/S0377-2217(97)00414-1