Title: A note on optimal solutions to quadratic knapsack problems

Authors: Haibo Wang, Gary Kochenberger, Yaquan Xu

Addresses: AR Sanchez Jr. School of Business, Texas A&M International University, Laredo, TX 78041, USA. ' School of Business Administration, University of Colorado at Denver, Denver, CO 80217, USA. ' School of Business Administration, Virginia State University, Petersburg, VA 23806, USA

Abstract: In this note we report our success in applying CPLEX|s mixed integer quadratic programming (MIQP) solver to a set of standard quadratic knapsack test problems. The results we give show that this general purpose, commercial code outperformed a leading special purpose method reported in the literature by a wide margin.

Keywords: quadratic knapsack problem; optimisation; mixed integer quadratic programming; MIQP.

DOI: 10.1504/IJMMNO.2010.035431

International Journal of Mathematical Modelling and Numerical Optimisation, 2010 Vol.1 No.4, pp.344 - 351

Published online: 30 Sep 2010 *

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