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A library for continuous convex separable quadratic knapsack problems
Authors:Antonio Frangioni  Enrico Gorgone
Affiliation:1. Dipartimento di Informatica, Università di Pisa, Largo B. Pontecorvo 3, 56127 Pisa, Italy;2. Dipartimento di Elettronica Informatica e Sistemistica, Università della Calabria, 87036 Rende (CS), Italy
Abstract:The Continuous Convex Separable Quadratic Knapsack problem (CQKnP) is an easy but useful model that has very many different applications. Although the problem can be solved quickly, it must typically be solved very many times within approaches to (much) more difficult models; hence an efficient solution approach is required. We present and discuss a small open-source library for its solution that we have recently developed and distributed.
Keywords:Quadratic programming   Continuous Nonlinear Resource Allocation Problem   Lagrangian relaxation   Optimization software
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