BUDGET CONTROL - Mathematical Models - MATHEMATICAL TECHNIQUES - Algorithms;
D O I:
10.1016/0167-6377(88)90041-7
中图分类号:
C93 [管理学];
O22 [运筹学];
学科分类号:
070105 ;
12 ;
1201 ;
1202 ;
120202 ;
摘要:
We develop a framework to solve a General Quadratic Multi-dimensional Knapsack Problem using surrogate relaxation. This paper exploits the fact that a continuous single constraint quadratic knapsack problem can be solved by inspection by a given procedure. A preliminary computational study indicates that the proposed algorithm is much more efficient than some of the alternate procedures.