Abstract
In this article we consider the binary knapsack problem under disjoint multiple‐choice constraints. We propose a two‐stage algorithm based on Lagrangian relaxation. The first stage determines in polynomial time an optimal Lagrange multiplier value, which is then used within a branch‐and‐bound scheme to rank‐order the solutions, leading to an optimal solution in a relatively low depth of search. The validity of the algorithm is established, a numerical example is included, and computational experience is described.
Original language | English (US) |
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Pages (from-to) | 213-227 |
Number of pages | 15 |
Journal | Naval Research Logistics (NRL) |
Volume | 39 |
Issue number | 2 |
DOIs | |
State | Published - Mar 1992 |
ASJC Scopus subject areas
- Modeling and Simulation
- Ocean Engineering
- Management Science and Operations Research