Surrogate dual method for multi-dimensional nonlinear knapsack problems
Multi-dimensional nonlinear knapsack problems are often encountered in resource allocation, industrial planning and computer networks. In this paper, a surrogate dual method was proposed for solving this class of problems. Multiply constrained problem was relaxed to a singly constrained problem by using the surrogate technique. To compute tighter bounds of the primal problem, the cutting plane method was used to solve the surrogate dual problem, where the surrogate relaxation problem was solved by the 0-1 linearization method. The domain cut technique was employed to eliminate the duality gap and thus to guarantee the convergence of the algorithm. Numerical results were reported for large-scale multi-dimensional nonlinear knapsack problems.
NETL
NSTL
万方数据
