An exact method based on Lagrangian decomposition for the 0-1 quadratic knapsack problem
An exact method based on Lagrangian decomposition for the 0-1 quadratic knapsack problem
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DOI:
10.1016/s0377-2217(03)00244-3
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发表时间:
2004-09
期刊:
影响因子:
--
通讯作者:
A. Billionnet;Éric Soutif
中科院分区:
文献类型:
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作者:
A. Billionnet;Éric Soutif
The 0–1 quadratic knapsack problem (QKP) consists in maximizing a quadratic pseudo-Boolean function with positive coefficients subject to a linear capacity constraint. In this paper we present an exact method to solve this problem. This method makes use of the computation of an upper bound for (QKP) which is derived from Lagrangian decomposition. It allows us to find the optimum of instances with up to 150 variables whatever their density, and with up to 300 variables for medium and low density.