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Variable Fixing Algorithms for the Continuous Quadratic Knapsack Problem |
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| Authors: | K C Kiwiel |
| Institution: | (1) Systems Research Institute, Warsaw, Poland |
| Abstract: | We study several variations of the Bitran–Hax variable fixing method for the continuous quadratic knapsack problem. We close the gaps in the convergence analysis of several existing methods and provide more efficient versions. We report encouraging computational results for large-scale problems. |
| Keywords: | Nonlinear programming Convex programming Quadratic programming Separable programming Singly-constrained quadratic programs |
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