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[BS04b] Using a Mixed Integer Programming Tool for Solving the 0-1 Quadratic Knapsack Problem

Revue Internationale avec comité de lecture : Journal INFORMS, vol. 16(2), pp. 188-197, 2004

Mots clés: programming; integer; nonlinear; 0–1 quadratic knapsack; linearization; branch and bound; experiments

Résumé: Abstract. We consider in this paper the 0-1 Quadratic Knapsack Problem (QKP). Our purpose is to show that using a linear reformulation of this problem and a standard mixed integer programming tool, it is possible to efficiently solve (QKP) in terms of computation time and of size of problems, in comparison with the existing methods. Considering a problem involving n variables, the linearization technique we propose has the advantage of adding only (n-1) real variables and 2(n-1) constraints. This method allows to exactly solve (QKP) instances up to 140 variables.

Commentaires: (présenté à ROADEF 2000, Nantes, 26-28 janvier 2000)

Equipe: oc

BibTeX

@article {
BS04b,
title="{Using a Mixed Integer Programming Tool for Solving the 0-1 Quadratic Knapsack Problem}",
author="A. Billionnet and E. Soutil",
journal="INFORMS",
year=2004,
volume=16,
number=2,
pages="188-197",
note="{(présenté à ROADEF 2000, Nantes, 26-28 janvier 2000)}",
}