HEURISTIC AND EXACT SOLUTION METHOD FOR CONVEX NONLINEAR KNAPSACK PROBLEM

被引:4
|
作者
Zhang, Bin [1 ]
Chen, Bo [2 ]
机构
[1] Sun Yat Sen Univ, Lingnan Coll, Guangzhou 510275, Guangdong, Peoples R China
[2] Hefei Univ Technol, Sch Management, Hefei 230009, Anhui, Peoples R China
基金
中国国家自然科学基金; 高等学校博士学科点专项科研基金;
关键词
Nonlinear knapsack problem; convex programming; integer programming; branch and bound method; quadratic knapsack; ALLOCATION PROBLEM; BOUNDED VARIABLES; ALGORITHMS;
D O I
10.1142/S0217595912500315
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
In this paper, we consider a class of convex nonlinear knapsack problems in which all decision variables are integer and the objective and knapsack functions are nonlinear. This generalized problem is characterized by positive marginal cost (PMC) and increasing marginal loss-cost ratio (IMLCR). By analyzing the structural properties of the problem, we develop an efficient heuristic and propose search and branching rules to improve the branch and bound method for solving exact solution. Numerical study is done for showing the effectiveness of the proposed heuristic and the modified branch and bound method.
引用
下载
收藏
页数:14
相关论文
共 50 条
  • [1] Exact and heuristic solution approaches for the mixed integer setup knapsack problem
    Altay, Nezih
    Robinson, Powell E., Jr.
    Bretthauer, Kurt M.
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 190 (03) : 598 - 609
  • [2] Exact solution of the Quadratic Knapsack Problem
    Caprara, A
    Pisinger, D
    Toth, P
    INFORMS JOURNAL ON COMPUTING, 1999, 11 (02) : 125 - 137
  • [3] Exact solution of the robust knapsack problem
    Monaci, Michele
    Pferschy, Ulrich
    Serafini, Paolo
    COMPUTERS & OPERATIONS RESEARCH, 2013, 40 (11) : 2625 - 2631
  • [4] Exact solution of a class of nonlinear knapsack problems
    Elhedhli, S
    OPERATIONS RESEARCH LETTERS, 2005, 33 (06) : 615 - 624
  • [5] Heuristic and Exact Algorithms for the Precedence-Constrained Knapsack Problem
    N. Samphaiboon
    Y. Yamada
    Journal of Optimization Theory and Applications, 2000, 105 : 659 - 676
  • [6] Heuristic and exact algorithms for the precedence-constrained knapsack problem
    Samphaiboon, N
    Yamada, T
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 105 (03) : 659 - 676
  • [7] Heuristic algorithms for the general nonlinear separable knapsack problem
    D'Ambrosio, Claudia
    Martello, Silvano
    COMPUTERS & OPERATIONS RESEARCH, 2011, 38 (02) : 505 - 513
  • [8] The exact penalty method for the solution of one problem of convex programming
    Lebedev, D. M.
    Polyakova, L. N.
    VESTNIK SANKT-PETERBURGSKOGO UNIVERSITETA SERIYA 10 PRIKLADNAYA MATEMATIKA INFORMATIKA PROTSESSY UPRAVLENIYA, 2014, 10 (01): : 72 - 78
  • [9] Heuristic and Exact Algorithms for the Interval Min-Max Regret Knapsack Problem
    Furini, Fabio
    Iori, Manuel
    Martello, Silvano
    Yagiura, Mutsunori
    INFORMS JOURNAL ON COMPUTING, 2015, 27 (02) : 392 - 405
  • [10] Two-dimensional Disjunctively Constrained Knapsack Problem: Heuristic and exact approaches
    de Queiroz, Thiago Alves
    Del Bianco Hokama, Pedro Henrique
    Saliba Schouery, Rafael Crivellari
    Miyazawa, Flavio Keidi
    COMPUTERS & INDUSTRIAL ENGINEERING, 2017, 105 : 313 - 328