مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Information Journal Paper

Title

A two-phase method for solving continuous rank-one quadratic knapsack problems

Pages

  567-584

Abstract

 We propose a two-phase algorithm for solving continuous rank-one quadratic knapsack problems (R1QKPs). In particular, we study the solution structure of the problem without the knapsack constraint. In fact, an $O(n\log n)$ algorithm is suggested in this case. We then use the solution structure to propose an $O(n^2\log n)$ algorithm that finds an interval containing the optimal value of the Lagrangian dual of R1QKP. In the second phase, we solve the Lagrangian dual problem using a traditional single-variable optimization method. We perform a computational test on random instances and compare our algorithm with the general solver CPLEX.

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