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On Linear-Time Algorithms for the Continuous Quadratic Knapsack Problem |
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| Authors: | K C Kiwiel |
| Institution: | (1) Systems Research Institute, Warsaw, Poland |
| Abstract: | We give a linear time algorithm for the continuous quadratic knapsack problem which is simpler than existing methods and competitive in practice. Encouraging computational results are presented for large-scale problems. The author thanks the Associate Editor and an anonymous referee for their helpful comments. |
| Keywords: | Nonlinear programming Convex programming Quadratic programming Separable programming Singly-constrained quadratic program |
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