Abstract
The paper focuses on studying a class KCFG of a Constrained Knapsack Problem (CKP), where conflict and forcing constraints are present. Four KCFG-formulations as quadratically constrained programs are introduced that utilize geometric properties of a feasible domain such as inscribability in an ellipsoid and coverability by two parallel planes. The new models are applied in deriving new upper bounds that can be effectively found by semi-definite programming and the r-algorithm. Another introduced application area is the Polyhedral-ellipsoid method (PEM) for linear optimization on two-level sets in a polytope \(P'\) (\(P'\)-2LSs) illustrated by a numerical example. Besides KCFG, the new modelling and solution approaches can be applied to any CKP reducible to a polynomial number of CKPs on \(P'\)-2LSs.
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Pichugina, O., Koliechkina, L. (2021). The Constrained Knapsack Problem: Models and the Polyhedral-Ellipsoid Method. In: Strekalovsky, A., Kochetov, Y., Gruzdeva, T., Orlov, A. (eds) Mathematical Optimization Theory and Operations Research: Recent Trends. MOTOR 2021. Communications in Computer and Information Science, vol 1476. Springer, Cham. https://doi.org/10.1007/978-3-030-86433-0_16
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