An efficient alorithm for the general multiple-choice knapsack problem (GMKP)

K. Mathur*, H. M. Salkin, S. Morito

*この研究の対応する著者

    研究成果査読

    3 被引用数 (Scopus)

    抄録

    A common problem frequently faced by business firms and individual investors is to select a few investment opportunities from many available possibilities. This problem, in its simplest form, can be modeled as a 0-1 knapsack problem. In a more general investment scenario, however, we obtain a model which is a general knapsack problem with a multiple-choice constraint. To solve this problem, an efficient enumerative algorithm is developed. The algorithm includes an efficient procedure to solve the LP-relaxed problem, a reduction algorithm which may allow the initial fixing of some of the variables, and various other implicit enumeration criteria derived from the group problem. Extensive computational experience illustrates the efficiency of the algorithm and related results.

    本文言語English
    ページ(範囲)253-283
    ページ数31
    ジャーナルAnnals of Operations Research
    4
    1
    DOI
    出版ステータスPublished - 1985 12

    ASJC Scopus subject areas

    • 経営科学およびオペレーションズ リサーチ
    • 決定科学(全般)

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