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An Algorithm for a Nonlinear Discontinuous Knapsack Problem

Author

Listed:
  • R. D. Armstrong

    (University of Texas, Austin)

  • W. D. Cook

    (York University)

  • F. E. Palacios-Gomez

    (University of Texas, Austin)

Abstract

This paper presents a solution procedure for a class of discontinuous nonlinear knapsack problems. These problems have a single linear constraint and a restriction that each variable must be either zero or take on a value within a specified interval. The objective function is separable and each term is concave within the interval. Problems of this type arise in capital budgeting and a particular application in the scheduling of pavement maintenance is given. The branch-and-bound algorithm developed to solve the problem considers an approximation-relaxation at each step. Computational experience with the algorithm and a brief overview of applications of the model are given.

Suggested Citation

  • R. D. Armstrong & W. D. Cook & F. E. Palacios-Gomez, 1979. "An Algorithm for a Nonlinear Discontinuous Knapsack Problem," Management Science, INFORMS, vol. 25(9), pages 884-894, September.
    • Handle: RePEc:inm:ormnsc:v:25:y:1979:i:9:p:884-894
    DOI: 10.1287/mnsc.25.9.884
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    Cited by:

    1. Bintong Chen & Charles L. Munson, 2004. "Resource allocation with lumpy demand: To speed or not to speed?," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(3), pages 363-385, April.

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