Probabilistic properties of the dual structure of the multidimensional knapsack problem and fast statistically efficient algorithms |
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Authors: | Averbakh Igor |
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Affiliation: | (1) Division of Management and Economics, Scarborough College, University of Toronto, 1265 Military Trail, M1C 1A4 Scarborough, Ontario, Canada |
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Abstract: | Properties of several dual characteristics of the multidimensional knapsack problem (such as the probability of existence of-optimal and optimal-feasible Lagrange function generalized saddle points, magnitude of relative duality gap, etc.) are investigated for different probabilistic models. Sufficient conditions of good asymptotic behavior of the dual characteristics are given. A fast statistically efficient approximate algorithm with linear running time complexity for problems with random coefficients is presented.This paper was written when the author was affiliated with Chelyabinsk State Technical University and the Moscow Physical and Technical Institute, Russia. |
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Keywords: | Knapsack Lagrangean relaxation Duality gap Lagrange function saddle points |
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