Franklin Djeumou Fomeni , Konstantinos Kaparis , Adam N. Letchford
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A cut-and-branch algorithm for the Quadratic Knapsack Problem
The Quadratic Knapsack Problem (QKP) is a well-known -hard combinatorial optimisation problem, with many practical applications. We present a ‘cut-and-branch’ algorithm for the QKP, in which a cutting-plane phase is followed by a branch-and-bound phase. The cutting-plane phase is more sophisticated than the existing ones in the literature, incorporating several classes of cutting planes, two primal heuristics, and several rules for eliminating variables and constraints. Computational results show that the algorithm is competitive.
期刊介绍:
Discrete Optimization publishes research papers on the mathematical, computational and applied aspects of all areas of integer programming and combinatorial optimization. In addition to reports on mathematical results pertinent to discrete optimization, the journal welcomes submissions on algorithmic developments, computational experiments, and novel applications (in particular, large-scale and real-time applications). The journal also publishes clearly labelled surveys, reviews, short notes, and open problems. Manuscripts submitted for possible publication to Discrete Optimization should report on original research, should not have been previously published, and should not be under consideration for publication by any other journal.