Exact Solution Methods for the hBcitem Quadratic Knapsack Problem
The purpose of this paper is to solve the 0-1 k-item quadratic knapsack problem (kQKP), a problem of maximizing a quadratic function subject to two linear constraints.We propose an exact method based on semidenite optimization. The semidenite relaxation used in our approach includes simple rank one constraints, which can be handled efficiently by interior point … Read more