This paper discusses a class of nonlinear knapsack problems where the objective function is quadratic. The method is a branch and search procedure which includes an efficient algorithm to find the continuous (relaxed) solution and a reduction rule which computes tight lower and upper bounds on the integer variables.
ASJC Scopus subject areas
- Management Science and Operations Research
- Statistics, Probability and Uncertainty
- Discrete Mathematics and Combinatorics
- Modelling and Simulation