Skip to main content

Reformulation of the Quadratic Multidimensional Knapsack Problem as Copositive/Completely Positive Prorams

  • Conference paper
  • First Online:
Advanced Computational Methods for Knowledge Engineering (ICCSAMA 2017)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 629))

Abstract

The general (nonconvex) quadratic multidimensional knapsack problem (QMKP) is one of the most important combinatorial optimization problems with many practical applications. The purpose of this article is to establish equivalent formulations of (QMKP) as so called copositive programs and completely positive programs. The resulting programs can then be handled by copositive programming methods, which are completely different from classical algorithms for directly solving quadratic knapsack problems.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Berman, A., Shaked-Monderer, N.: Completely Positive Matrices. World Scientific, Singapore (2003)

    Book  MATH  Google Scholar 

  2. Billionnet, A., Soutif, E.: Using a mixed integer programming tool for solving the 0–1 quadratic knapsack problem. INFORMS J. Comput. 16, 188–197 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  3. Billionnet, A., Soutif, E.: An exact method based on Lagrangian decomposition for the 0–1 quadratic knapsack problem. Eur. J. Oper. Res. 157, 565–575 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bomze, I.M., Dür, M., de Klerk, E., Roos, C., Quist, A.J., Terlaky, T.: On copositive programming and standard quadratic optimization problems. J. Global Optim. 18, 301–320 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bundfuss, S., Dür, M.: An adaptive linear approximation algorithm for copositive programs. SIAM J. Optim. 20, 30–53 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  6. Burer, S.: On the copositive representation of binary and continuous nonconvex quadratic programs. Math. Program. 120, 479–495 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  7. Djerdjour, M., Mathur, K., Salkin, H.: A surrogate-based algorithm for the general quadratic multidimensional knapsack. Oper. Res. Lett. 7, 253–257 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  8. Dür, M.: Copositive programming a survey. In: Diehl, M., Glineur, F., Jarlebring, E., Michiels, W. (eds.) Recent Advances in Optimization and its Applications in Engineering, pp. 3–20. Springer, Heidelberg (2010)

    Chapter  Google Scholar 

  9. Faaland, B.: An integer programming algorithm for portfolio selection. Manag. Sci. 20, 1376–1384 (1974)

    Article  MathSciNet  MATH  Google Scholar 

  10. Hiriart-Urruty, J.-B., Seeger, A.: A variational approach to copositive matrices. SIAM Rev. 52, 593–629 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  11. Markowitz, H.M.: Portfolio selection. J. Finan. 7(1), 77–91 (1952)

    Google Scholar 

  12. Nguyen, D.V.: Contributions to quadratic optimization: algorithms, copositive programming reformulations and duality. Ph.D. thesis, Department of Mathematics, University of Trier (2017)

    Google Scholar 

  13. Pardalos, P.M., Ye, Y., Han, C.G.: Algorithms for the solution of quadratic knapsack problems. Linear Algebra Appl. 152, 69–91 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  14. Pisinger, D.: The quadratic knapsack problem—a survey. Discret. Appl. Math. 155, 623–648 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  15. Quadri, D., Soutif, E., Tolla, P.: Upper bounds for large scale integer quadratic multidimensional knapsack. Int. J. Oper. Res. 4(3), 146–154 (2007)

    MathSciNet  MATH  Google Scholar 

  16. Quadri, D., Soutif, E., Tolla, P.: Exact solution method to solve large scale integer quadratic multidimensional knapsack problems. J. Comb. Optim. 17(2), 157–167 (2009)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgment

The author would like to thank two anonymous referees for their suggestions that help to improve the first version of this article.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to D. V. Nguyen .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG

About this paper

Cite this paper

Nguyen, D.V. (2018). Reformulation of the Quadratic Multidimensional Knapsack Problem as Copositive/Completely Positive Prorams. In: Le, NT., van Do, T., Nguyen, N., Thi, H. (eds) Advanced Computational Methods for Knowledge Engineering. ICCSAMA 2017. Advances in Intelligent Systems and Computing, vol 629. Springer, Cham. https://doi.org/10.1007/978-3-319-61911-8_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-61911-8_2

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-61910-1

  • Online ISBN: 978-3-319-61911-8

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics