Local and global lifted cover inequalities for the 0-1 multidimensional knapsack problem

被引:30
|
作者
Kaparis, Konstantinos [1 ]
Letchford, Adam N. [1 ]
机构
[1] Univ Lancaster, Dept Management Sci, Lancaster LA1 4YW, England
基金
英国工程与自然科学研究理事会;
关键词
integer programming; combinatorial optimization;
D O I
10.1016/j.ejor.2007.01.032
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
The 0-1 multidimensional knapsack problem (0-1 MKP) is a well-known (and strongly NP-hard) combinatorial optimization problem with many applications. Up to now, the majority of upper bounding techniques for the 0-1 MKP have been based on Lagrangian or surrogate relaxation. We show that good upper bounds can be obtained by a cutting plane method based on lifted cover inequalities (LCIs). As well as using traditional LCIs, we use some new 'global' LCIs, which take the whole constraint matrix into account. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码:91 / 103
页数:13
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