An efficient algorithm for the Lagrangean dual of nonlinear knapsack problems with additional nested constraints
DOI10.1016/S0377-0427(96)00101-XzbMATH Open0878.65051MaRDI QIDQ675985FDOQ675985
Authors: Juan-Miguel Gracia 
Publication date: 13 March 1997
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
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numerical examplesalgorithmnested constraintsfeasible primal solutionLagrangean dualnonlinear knapsack problem
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Integer programming (90C10)
Cites Work
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- The complexity of selection and ranking in X+Y and matrices with sorted columns
- A hybrid dynamic programming/branch-and-bound algorithm for the multiple- choice knapsack problem
- Efficient Algorithms for a Selection Problem with Nested Constraints and Its Application to a Production-Sales Planning Model
- Calculating surrogate constraints
- The Multiple-Choice Nested Knapsack Model
- An algorithm for a separable integer programming problem with cumulatively bounded variables
- Nonlinear programming with cumulatively bounded variables
- Technical Note—The One-Dimensional Generalized Lagrange Multiplier Problem
- An Interactive Method as an Aid in Solving Bicriterion Mathematical Programming Problems
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