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A library for continuous convex separable quadratic knapsack problems

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  • Frangioni, Antonio
  • Gorgone, Enrico

Abstract

The Continuous Convex Separable Quadratic Knapsack problem (CQKnP) is an easy but useful model that has very many different applications. Although the problem can be solved quickly, it must typically be solved very many times within approaches to (much) more difficult models; hence an efficient solution approach is required. We present and discuss a small open-source library for its solution that we have recently developed and distributed.

Suggested Citation

  • Frangioni, Antonio & Gorgone, Enrico, 2013. "A library for continuous convex separable quadratic knapsack problems," European Journal of Operational Research, Elsevier, vol. 229(1), pages 37-40.
    • Handle: RePEc:eee:ejores:v:229:y:2013:i:1:p:37-40
    DOI: 10.1016/j.ejor.2013.02.038
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    References listed on IDEAS

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    1. Patriksson, Michael, 2008. "A survey on the continuous nonlinear resource allocation problem," European Journal of Operational Research, Elsevier, vol. 185(1), pages 1-46, February.
    2. Jeff Kennington & Mohamed Shalaby, 1977. "An Effective Subgradient Procedure for Minimal Cost Multicommodity Flow Problems," Management Science, INFORMS, vol. 23(9), pages 994-1004, May.
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    Cited by:

    1. Torrealba, E.M.R. & Silva, J.G. & Matioli, L.C. & Kolossoski, O. & Santos, P.S.M., 2022. "Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem," European Journal of Operational Research, Elsevier, vol. 299(1), pages 46-59.
    2. Bueno, L.F. & Haeser, G. & Kolossoski, O., 2024. "On the paper “Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem”," European Journal of Operational Research, Elsevier, vol. 313(3), pages 1217-1222.
    3. Patriksson, Michael & Strömberg, Christoffer, 2015. "Algorithms for the continuous nonlinear resource allocation problem—New implementations and numerical studies," European Journal of Operational Research, Elsevier, vol. 243(3), pages 703-722.
    4. Antonio Frangioni & Fabio Furini & Claudio Gentile, 2016. "Approximated perspective relaxations: a project and lift approach," Computational Optimization and Applications, Springer, vol. 63(3), pages 705-735, April.

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