A Projection Method for the Integer Quadratic Knapsack Problem |
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Authors: | Kurt M Bretthauer Bala Shetty Siddhartha Syam |
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Institution: | 1.Texas A&M University,;2.Marquette University,USA |
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Abstract: | In this paper we present a new branch and bound algorithm for solving a class of integer quadratic knapsack problems. A previously published algorithm solves the continuous variable subproblems in the branch and bound tree by performing a binary search over the breakpoints of a piecewise linear equation resulting from the Kuhn-Tucker conditions. Here, we first present modifications to a projection method for solving the continuous subproblems. Then we implement the modified projection method in a branch and bound framework and report computational results indicating that the new branch and bound algorithm is superior to the earlier method. |
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