On the coupled continuous knapsack problems: projection onto the volume constrained Gibbs \(N\)-simplex (Q5963696)

The coupled system of continuous quadratic knapsack problems is equivalent to a number of distinct continuous quadratic knapsack problems that are coupled together by a number of sparse constraints. The author proposes three algorithms to solve the system of coupled continuous quadratic knapsack problems. The methods are based on the decomposition of the feasible domain into a number of convex sets which are solved by time-linear projection algorithms, and the solution of the original problem is obtained by the alternating projection algorithm. The effectiveness of the proposed algorithms is illustrated by some numerical experiments in solving a model problem, and compared against some available quadratic programming solvers.