Abstract
This paper discusses a class of nonlinear knapsack problems where the objective function is quadratic. The method is a branch and search procedure which includes an efficient algorithm to find the continuous (relaxed) solution and a reduction rule which computes tight lower and upper bounds on the integer variables.
Original language | English |
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Pages (from-to) | 155-160 |
Number of pages | 6 |
Journal | Operations Research Letters |
Volume | 2 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1983 |
Externally published | Yes |
Keywords
- capital budgeting
- integer programming
- Nonlinear knapsack problem
ASJC Scopus subject areas
- Management Science and Operations Research
- Statistics, Probability and Uncertainty
- Discrete Mathematics and Combinatorics
- Modelling and Simulation