Skip to main content

Exact Solution Methods for the k-Item Quadratic Knapsack Problem

  • Conference paper
  • First Online:
Combinatorial Optimization (ISCO 2016)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9849))

Included in the following conference series:

Abstract

The purpose of this paper is to solve the 0–1 k-item quadratic knapsack problem (kQKP), a problem of maximizing a quadratic function subject to two linear constraints. We propose an exact method based on semidefinite optimization. The semidefinite relaxation used in our approach includes simple rank one constraints, which can be handled efficiently by interior point methods. Furthermore, we strengthen the relaxation by polyhedral constraints and obtain approximate solutions to this semidefinite problem by applying a bundle method. We review other exact solution methods and compare all these approaches by experimenting with instances of various sizes and densities.

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 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
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. Anjos, M.F., Ghaddar, B., Hupp, L., Liers, F., Wiegele, A.: Solving \(k\)-way graph partitioning problems to optimality: the impact of semidefinite relaxations and the bundle method. In: Jünger, M., Reinelt, G. (eds.) Facets of combinatorial optimization, pp. 355–386. Springer, Heidelberg (2013)

    Chapter  Google Scholar 

  2. Balas, E., Zemel, E.: An algorithm for large zero-one knapsack problems. Oper. Res. 28, 1130–1154 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bertsimas, D., Shioda, R.: Algorithm for cardinality-constrained quadratic optimization. Comput. Optim. Appl. 43, 1–22 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bhaskara, A., Charikar, M., Guruswami, V., Vijayaraghavan, A., Zhou, Y.: Polynomial integrality gaps for strong SDP relaxations of densest \(k\)-subgraph. In: Proceedings of the Twenty-Third Annual ACM-SIAM Symposium on Discrete Algorithms, pp. 388–405 (2012)

    Google Scholar 

  5. Bienstock, D.: Computational study of a family of mixed-integer quadratic programming problems. Math. Programm. 74, 121–140 (1996)

    MathSciNet  MATH  Google Scholar 

  6. Billionnet, A.: Different formulations for solving the heaviest k-subgraph problem. Inf. Syst. Oper. Res. 43(3), 171–186 (2005)

    MathSciNet  Google Scholar 

  7. Billionnet, A., Calmels, F.: Linear programming for the 0–1 quadratic knapsack problem. Eur. J. Oper. Res. 92, 310–325 (1996)

    Article  MATH  Google Scholar 

  8. Billionnet, A., Elloumi, S., Lambert, A.: Extending the QCR method to general mixed-integer programs. Math. Programm. 131(1–2), 381–401 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  9. Bonami, P., Lejeune, M.: An exact solution approach for portfolio optimization problems under stochastic and integer constraints. Oper. Res. 57, 650–670 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  10. Borchers, B.: CSDP, a C library for semidefinite programming. Optim. Meth. Softw. 11(1), 613–623 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  11. IBM ILOG CPLEX Callable Library version 12.6.2. http://www-03.ibm.com/software/products/en/ibmilogcpleoptistud/

  12. Fischer, I., Gruber, G., Rendl, F., Sotirov, R.: Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut, equipartition. Math. Programm. Ser. B 105(2–3), 451–469 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  13. Helmberg, C.: The conicbundle library for convex optimization, August 2015. https://www-user.tu-chemnitz.de/~helmberg/ConicBundle/Manual/index.html

  14. Helmberg, C., Rendl, F., Vanderbei, R.J., Wolkowicz, H.: An interior-point method for semidefinite programming. SIAM J. Optim. 6(2), 342–361 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  15. Krislock, N., Malick, J., Roupin, F.: Improved semidefinite bounding procedure for solving max-cut problems to optimality. Math. Program. Ser. A 143(1–2), 61–86 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  16. Létocart, L., Plateau, M.-C., Plateau, G.: An efficient hybrid heuristic method for the 0–1 exact \(k\)-item quadratic knapsack problem. Pesquisa Operacional 34(1), 49–72 (2014)

    Article  Google Scholar 

  17. Mitra, G., Ellison, F., Scowcroft, A.: Quadratic programming for portfolio planning: insights into algorithmic and computational issues. J. Asset Manage. 8, 249–258 (2007). Part ii: Processing of Portfolio Planning Models with Discrete Constraints

    Article  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  19. Rader Jr., D.J., Woeginger, G.J.: The quadratic 0–1 knapsack problem with series-parallel support. Oper. Res. Lett. 30(3), 159–166 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  20. Rendl, F., Rinaldi, G., Wiegele, A.: Solving max-cut to optimality by intersecting semidefinite, polyhedral relaxations. Math. Program. Ser. A 121(2), 307–335 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  21. Rendl, F., Sotirov, R.: Bounds for the quadratic assignment problem using the bundle method. Math. Program. Ser. B 109(2–3), 505–524 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  22. Shawa, D.X., Liub, S., Kopmanb, L.: Lagrangean relaxation procedure for cardinality-constrained portfolio optimization. Optim. Meth. Softw. 23, 411–420 (2008)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Angelika Wiegele .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this paper

Cite this paper

Létocart, L., Wiegele, A. (2016). Exact Solution Methods for the k-Item Quadratic Knapsack Problem. In: Cerulli, R., Fujishige, S., Mahjoub, A. (eds) Combinatorial Optimization. ISCO 2016. Lecture Notes in Computer Science(), vol 9849. Springer, Cham. https://doi.org/10.1007/978-3-319-45587-7_15

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-45587-7_15

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-45586-0

  • Online ISBN: 978-3-319-45587-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics