A branch and search algorithm for a class of nonlinear knapsack problems |
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| Authors: | Kamlesh Mathur Harvey M Salkin Susumu Morito |
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| Institution: | Department of Operations Research, Weatherhead School of Management, Case Western Reserve University, Cleveland, OH 44106, USA;Tsukuba University, Ibaraki, Japan |
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| 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. |
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| Keywords: | Nonlinear knapsack problem integer programming capital budgeting |
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