IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v54y2012i2p325-339.html
   My bibliography  Save this article

On reduction of duality gap in quadratic knapsack problems

Author

Listed:
  • X. Zheng
  • X. Sun
  • D. Li
  • Y. Xu

Abstract

We investigate in this paper the duality gap between quadratic knapsack problem and its Lagrangian dual or semidefinite programming relaxation. We characterize the duality gap by a distance measure from set {0, 1} n to certain polyhedral set and demonstrate that the duality gap can be reduced by an amount proportional to the square of the distance. We further discuss how to compute the distance measure via cell enumeration method and to derive the corresponding improved upper bound of the problem. Copyright Springer Science+Business Media, LLC. 2012

Suggested Citation

  • X. Zheng & X. Sun & D. Li & Y. Xu, 2012. "On reduction of duality gap in quadratic knapsack problems," Journal of Global Optimization, Springer, vol. 54(2), pages 325-339, October.
    • Handle: RePEc:spr:jglopt:v:54:y:2012:i:2:p:325-339
    DOI: 10.1007/s10898-012-9872-9
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10898-012-9872-9
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10898-012-9872-9?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.

    References listed on IDEAS

    as
    1. Alberto Caprara & David Pisinger & Paolo Toth, 1999. "Exact Solution of the Quadratic Knapsack Problem," INFORMS Journal on Computing, INFORMS, vol. 11(2), pages 125-137, May.
    2. Michelon, Philippe & Veilleux, Louis, 1996. "Lagrangean methods for the 0-1 Quadratic Knapsack Problem," European Journal of Operational Research, Elsevier, vol. 92(2), pages 326-341, July.
    3. C. Helmberg & F. Rendl & R. Weismantel, 2000. "A Semidefinite Programming Approach to the Quadratic Knapsack Problem," Journal of Combinatorial Optimization, Springer, vol. 4(2), pages 197-215, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Schauer, Joachim, 2016. "Asymptotic behavior of the quadratic knapsack problem," European Journal of Operational Research, Elsevier, vol. 255(2), pages 357-363.
    2. W. David Pisinger & Anders Bo Rasmussen & Rune Sandvik, 2007. "Solution of Large Quadratic Knapsack Problems Through Aggressive Reduction," INFORMS Journal on Computing, INFORMS, vol. 19(2), pages 280-290, May.
    3. Britta Schulze & Michael Stiglmayr & Luís Paquete & Carlos M. Fonseca & David Willems & Stefan Ruzika, 2020. "On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(1), pages 107-132, August.
    4. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5. Jesus Cunha & Luidi Simonetti & Abilio Lucena, 2016. "Lagrangian heuristics for the Quadratic Knapsack Problem," Computational Optimization and Applications, Springer, vol. 63(1), pages 97-120, January.
    6. Alain Billionnet & Éric Soutif, 2004. "Using a Mixed Integer Programming Tool for Solving the 0–1 Quadratic Knapsack Problem," INFORMS Journal on Computing, INFORMS, vol. 16(2), pages 188-197, May.
    7. Billionnet, Alain & Soutif, Eric, 2004. "An exact method based on Lagrangian decomposition for the 0-1 quadratic knapsack problem," European Journal of Operational Research, Elsevier, vol. 157(3), pages 565-575, September.
    8. Christoph Buchheim & Emiliano Traversi, 2018. "Quadratic Combinatorial Optimization Using Separable Underestimators," INFORMS Journal on Computing, INFORMS, vol. 30(3), pages 424-437, August.
    9. Z. Y. Wu & Y. J. Yang & F. S. Bai & M. Mammadov, 2011. "Global Optimality Conditions and Optimization Methods for Quadratic Knapsack Problems," Journal of Optimization Theory and Applications, Springer, vol. 151(2), pages 241-259, November.
    10. Bretthauer, Kurt M. & Shetty, Bala, 2002. "The nonlinear knapsack problem - algorithms and applications," European Journal of Operational Research, Elsevier, vol. 138(3), pages 459-472, May.
    11. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems (revised as on 12/08/2021)," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    12. Franklin Djeumou Fomeni & Adam N. Letchford, 2014. "A Dynamic Programming Heuristic for the Quadratic Knapsack Problem," INFORMS Journal on Computing, INFORMS, vol. 26(1), pages 173-182, February.
    13. Caprara, Alberto, 2008. "Constrained 0-1 quadratic programming: Basic approaches and extensions," European Journal of Operational Research, Elsevier, vol. 187(3), pages 1494-1503, June.
    14. Sven Mallach, 2021. "Inductive linearization for binary quadratic programs with linear constraints," 4OR, Springer, vol. 19(4), pages 549-570, December.
    15. Lv, Jian & Pang, Li-Ping & Wang, Jin-He, 2015. "Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 635-651.
    16. Yuning Chen & Jin-Kao Hao, 2015. "Iterated responsive threshold search for the quadratic multiple knapsack problem," Annals of Operations Research, Springer, vol. 226(1), pages 101-131, March.
    17. Alexandre d'Aspremont & Noureddine El Karoui, 2013. "Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics," Mathematics of Operations Research, INFORMS, vol. 38(2), pages 228-247, May.
    18. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2023. "A general purpose exact solution method for mixed integer concave minimization problems," European Journal of Operational Research, Elsevier, vol. 309(3), pages 977-992.
    19. Vicky Mak & Tommy Thomadsen, 2006. "Polyhedral combinatorics of the cardinality constrained quadratic knapsack problem and the quadratic selective travelling salesman problem," Journal of Combinatorial Optimization, Springer, vol. 11(4), pages 421-434, June.
    20. Nihal Berktaş & Hande Yaman, 2021. "A Branch-and-Bound Algorithm for Team Formation on Social Networks," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1162-1176, July.

    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:jglopt:v:54:y:2012:i:2:p:325-339. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.