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
来源：
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2012年 / 29卷 / 05期
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
收藏
页数：14
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