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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Revisiting surrogate relaxation for the multidimensional knapsack problem
AU - Dokka, Trivikram
AU - Letchford, Adam
AU - Mansoor, Hasan
PY - 2022/11/30
Y1 - 2022/11/30
N2 - The multidimensional knapsack problem (MKP) is a classic problem in combinatorial optimisation. Several authors have proposed to use surrogate relaxation to compute upper bounds for the MKP. In their papers, the surrogate dual is solved heuristically. We show that, using a modern dual simplex solver as a subroutine, one can solve the surrogate dual exactly in reasonable computing times. On the other hand, the resulting upper bound tends to be strong only for relatively small MKP instances.
AB - The multidimensional knapsack problem (MKP) is a classic problem in combinatorial optimisation. Several authors have proposed to use surrogate relaxation to compute upper bounds for the MKP. In their papers, the surrogate dual is solved heuristically. We show that, using a modern dual simplex solver as a subroutine, one can solve the surrogate dual exactly in reasonable computing times. On the other hand, the resulting upper bound tends to be strong only for relatively small MKP instances.
KW - integer programming
KW - combinatorial optimisation
KW - knapsack problems
U2 - 10.1016/j.orl.2022.10.003
DO - 10.1016/j.orl.2022.10.003
M3 - Journal article
VL - 50
SP - 674
EP - 678
JO - Operations Research Letters
JF - Operations Research Letters
SN - 0167-6377
IS - 6
ER -