IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v117y2002i1p71-9310.1023-a1021513321301.html
   My bibliography  Save this article

Cutting and Surrogate Constraint Analysis for Improved Multidimensional Knapsack Solutions

Author

Listed:
  • María Osorio
  • Fred Glover
  • Peter Hammer

Abstract

We use surrogate analysis and constraint pairing in multidimensional knapsack problems to fix some variables to zero and to separate the rest into two groups – those that tend to be zero and those that tend to be one, in an optimal integer solution. Using an initial feasible integer solution, we generate logic cuts based on our analysis before solving the problem with branch and bound. Computational testing, including the set of problems in the OR-library and our own set of difficult problems, shows our approach helps to solve difficult problems in a reasonable amount of time and, in most cases, with a fewer number of nodes in the search tree than leading commercial software. Copyright Kluwer Academic Publishers 2002

Suggested Citation

  • María Osorio & Fred Glover & Peter Hammer, 2002. "Cutting and Surrogate Constraint Analysis for Improved Multidimensional Knapsack Solutions," Annals of Operations Research, Springer, vol. 117(1), pages 71-93, November.
    • Handle: RePEc:spr:annopr:v:117:y:2002:i:1:p:71-93:10.1023/a:1021513321301
    DOI: 10.1023/A:1021513321301
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1021513321301
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1021513321301?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Glover, Fred, 2013. "Advanced greedy algorithms and surrogate constraint methods for linear and quadratic knapsack and covering problems," European Journal of Operational Research, Elsevier, vol. 230(2), pages 212-225.
    2. Wilbaut, Christophe & Hanafi, Said, 2009. "New convergent heuristics for 0-1 mixed integer programming," European Journal of Operational Research, Elsevier, vol. 195(1), pages 62-74, May.
    3. Boyer, V. & Elkihel, M. & El Baz, D., 2009. "Heuristics for the 0-1 multidimensional knapsack problem," European Journal of Operational Research, Elsevier, vol. 199(3), pages 658-664, December.
    4. Hanafi, Said & Glover, Fred, 2007. "Exploiting nested inequalities and surrogate constraints," European Journal of Operational Research, Elsevier, vol. 179(1), pages 50-63, May.
    5. Elendner, Thomas & Femerling, R., 2003. "Allocation of in-house services: Experimental comparison of allocation mechanisms," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 577, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    6. Fortin, D. & Tseveendorj, I., 2009. "A trust branching path heuristic for zero-one programming," European Journal of Operational Research, Elsevier, vol. 197(2), pages 439-445, September.
    7. Xin Tang & Ameur Soukhal & Vincent T’kindt, 2014. "Preprocessing for a map sectorization problem by means of mathematical programming," Annals of Operations Research, Springer, vol. 222(1), pages 551-569, November.
    8. Yuji Nakagawa & Ross J. W. James & César Rego & Chanaka Edirisinghe, 2014. "Entropy-Based Optimization of Nonlinear Separable Discrete Decision Models," Management Science, INFORMS, vol. 60(3), pages 695-707, March.
    9. Vincent T’kindt & Federico Della Croce & Jean-Louis Bouquard, 2007. "Enumeration of Pareto Optima for a Flowshop Scheduling Problem with Two Criteria," INFORMS Journal on Computing, INFORMS, vol. 19(1), pages 64-72, February.
    10. Wilbaut, Christophe & Salhi, Saïd & Hanafi, Saïd, 2009. "An iterative variable-based fixation heuristic for the 0-1 multidimensional knapsack problem," European Journal of Operational Research, Elsevier, vol. 199(2), pages 339-348, December.
    11. Arnaud Fréville & SaÏd Hanafi, 2005. "The Multidimensional 0-1 Knapsack Problem—Bounds and Computational Aspects," Annals of Operations Research, Springer, vol. 139(1), pages 195-227, October.
    12. Yoon, Yourim & Kim, Yong-Hyuk & Moon, Byung-Ro, 2012. "A theoretical and empirical investigation on the Lagrangian capacities of the 0-1 multidimensional knapsack problem," European Journal of Operational Research, Elsevier, vol. 218(2), pages 366-376.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:117:y:2002:i:1:p:71-93:10.1023/a:1021513321301. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.