A Cut-and-Branch Algorithm for the Quadratic Knapsack Problem

  • Franklin Djeumou Fomeni
  • Konstantinos Kaparis
  • Adam N. Letchford
    • Categories (Mixed) Integer Nonlinear Programming, Branch and Cut Algorithms Short URL: https://optimization-online.org/?p=12893

    The Quadratic Knapsack Problem (QKP) is a well-known NP-hard combinatorial optimisation problem, with many practical applications. We present a ‘cut-and-branch’ algorithm for the QKP, in which a cutting-plane phase is followed by a branch-and-bound phase. The cutting-plane phase is more sophisticated than the existing ones in the literature, incorporating several classes of cutting planes, two primal heuristics, and several rules for eliminating variables and constraints. Computational results show that the algorithm is competitive.

    Citation

    This paper was published as: F. Djeumou Fomeni, K. Kaparis & A.N. Letchford (2022) A cut-and-branch algorithm for the quadratic knapsack problem. Discr. Optim., 44(2), article 100579.