Exact solution of a class of nonlinear knapsack problems |
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| Authors: | Samir Elhedhli |
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| Institution: | Department of Management Sciences, University of Waterloo, 200 University Avenue West, Waterloo, Ont., Canada N2L 3G1 |
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| Abstract: | We consider a class of nonlinear knapsack problems with applications in service systems design and facility location problems with congestion. We provide two linearizations and their respective solution approaches. The first is solved directly using a commercial solver. The second is a piecewise linearization that is solved by a cutting plane method. |
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| Keywords: | Nonlinear Stochastic Knapsack Piecewise linearization Cutting plane methods Dynamic programming |
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