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A Projection Method for the Integer Quadratic Knapsack Problem Export

The Journal of the Operational Research Society, Vol. 47, No. 3. (1996), pp. 457-462.

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In this paper we present a new branch and bound algorithm for solving a class of integer quadratic knapsack problems. A previously published algorithm solves the continuous variable subproblems in the branch and bound tree by performing a binary search over the breakpoints of a piecewise linear equation resulting from the Kuhn-Tucker conditions. Here, we first present modifications to a projection method for solving the continuous subproblems. Then we implement the modified projection method in a branch and bound framework and report computational results indicating that the new branch and bound algorithm is superior to the earlier method.


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