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The multiple-choice multi-period knapsack problem

Edward Y H Lin () and Chung-Min Wu
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Edward Y H Lin: National Taipei University of Technology, Taipei
Chung-Min Wu: National Taipei University of Technology, Taipei

Journal of the Operational Research Society, 2004, vol. 55, issue 2, 187-197

Abstract: Abstract This paper introduces the multiple-choice multi-period knapsack problem in the interface of multiple-choice programming and knapsack problems. We first examine the properties of the multiple-choice multi-period knapsack problem. A heuristic approach incorporating both primal and dual gradient methods is then developed to obtain a strong lower bound. Two branch-and-bound procedures for special-ordered-sets type 1 variables that incorporate, respectively, a special algorithm and the multiple-choice programming technique are developed to locate the optimal solution using the above lower bound as the initial solution. A computer program written in IBM's APL2 is developed to assess the quality of this lower bound and to evaluate the performance of these two branch-and-bound procedures.

Keywords: knapsack problem; non-convex programming; integer programming; multiple-choice programming (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (3)

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DOI: 10.1057/palgrave.jors.2601661

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