An efficient algorithm for the Lagrangean dual of nonlinear knapsack problems with additional nested constraints

[摘要] This paper presents an efficient algorithm for solving the Lagrangean dual of nonlinear knapsack problems with additional nested constraints. The dual solution provides a feasible primal solution (if it exists) and associated lower and upper bounds on the optimal objective function value of the primal problem. Computational experience is cited indicating computation time, number of dual iterations, and ''tightness'' of the bounds.

[发布日期] 1997-02-03

[关键词] non-linear knapsack;distribution of effort;nested constraints