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On the continuous quadratic knapsack problem (1992)

Robinson, A. G. ; Jiang, N. ; Lerme, C. S.

Springer

Mathematical programming 55 (1992), S. 99-108

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ISSN: 1436-4646

Keywords: Convex programming ; nonlinear programming ; quadratic programming ; separable programming ; singly constrained quadratic program

Source: Springer Online Journal Archives 1860-2000

Topics: Computer Science , Mathematics

Notes: Abstract We introduce a new algorithm for the continuous bounded quadratic knapsack problem. This algorithm is motivated by the geometry of the problem, is based on the iterative solution of a series of simple projection problems, and is easy to understand and implement. In practice, the method compares favorably to other well-known algorithms (some of which have superior worst-case complexity) on problem sizes up ton = 4000.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01581193

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