Solving a class of multiplicative programs with 0-1 knapsack constraints

被引：11
|
作者：
Kuno, T [1 ]
机构：
[1] Univ Tsukuba, Inst Informat Sci & Elect, Ibaraki, Osaka, Japan
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1999年 / 103卷 / 01期
关键词：
multiplicative programming; 0-1 knapsack problems; concave minimization; branch-and-bound algorithms; Lagrangian relaxation;
D O I：
10.1023/A:1021725517203
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We develop a branch-and-bound algorithm to solve a nonlinear class of 0-1 knapsack problems. The objective function is a product of m greater than or equal to 2 affine functions, whose variables are mutually exclusive. The branching procedure in the proposed algorithm is the usual one, but the bounding procedure exploits the special structure of the problem and is implemented through two stages: the first stage is based on linear programming relaxation; the second stage is based on Lagrangian relaxation. Computational results indicate that the algorithm is promising.
引用
收藏
页码：121 / 135
页数：15
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