Global optimization and multi knapsack: A percolation algorithm [An article from: European Journal of Operational Research] | ![Global optimization and multi knapsack: A percolation algorithm [An article from: European Journal of Operational Research]](http://ecx.images-amazon.com/images/I/51G4P0G7AGL._SL160_.jpg)
 enlarge | Authors: D. Fortin, I. Tsevendorj
Publisher: Elsevier
Category: Book
Buy New: $5.95
Format: Html
Media: Digital
Publication Date: April 1, 2004
Availability: Available for download now
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Product Description
This digital document is a journal article from European Journal of Operational Research, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
Since the standard multi knapsack problem, may be rewritten as a reverse convex problem, we present a global optimization approach. It is known from solving high dimensional nonconvex problems that pure cutting plane methods may fail and branch-and-bound is impractical, due to a large duality gap. On the other hand, a strategy based on some sufficient optimality condition does not help much because it requires generating all level set points, an intractable problem. Therefore, we propose to combine both a cutting plane method and a sufficient optimality condition together with a random generation of level set points where the number of points is limited by a tabu list to prevent re-examination of the same level set area. Experiments show that we end up with a small duality gap allowing a subsequent branch-and-bound approach to prove optimality.
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