A penalty algorithm for solving convex separable knapsack problems

R.S.V. Hoto, L.C. Matioli and P.S.M. Santos

Applied Mathematics and Computation, 2020, vol. 387, issue C

Abstract: In this paper, we propose a penalized gradient projection algorithm for solving the continuous convex separable knapsack problem, which is simpler than existing methods and competitive in practice. The algorithm only performs function and gradient evaluations, sums, and updates of parameters. The relatively complex task of the algorithm, which consists in minimizing a function in a compact set, is given by a closed formula. The convergence of the algorithm is presented. Moreover, to demonstrate its efficiency, illustrative computational results are presented for medium-sized problems.

Keywords: Separable knapsack problem; Exterior projections; Gradient method; Bregman distances (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:387:y:2020:i:c:s0096300319308471

DOI: 10.1016/j.amc.2019.124855

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