Skip to main content
Log in

Alternating control tree search for knapsack/covering problems

  • Published:
Journal of Heuristics Aims and scope Submit manuscript

Abstract

The Multidimensional Knapsack/Covering Problem (KCP) is a 0–1 Integer Programming Problem containing both knapsack and weighted covering constraints, subsuming the well-known Multidimensional Knapsack Problem (MKP) and the Generalized (weighted) Covering Problem. We propose an Alternating Control Tree Search (ACT) method for these problems that iteratively transfers control between the following three components: (1) ACT-1, a process that solves an LP relaxation of the current form of the KCP. (2) ACT-2, a method that partitions the variables according to 0, 1, and fractional values to create sub-problems that can be solved with relatively high efficiency. (3) ACT-3, an updating procedure that adjoins inequalities to produce successively more constrained versions of KCP, and in conjunction with the solution processes of ACT-1 and ACT-2, ensures finite convergence to optimality. The ACT method can also be used as a heuristic approach using early termination rules. Computational results show that the ACT-framework successfully enhances the performance of three widely different heuristics for the KCP. Our ACT-method involving scatter search performs better than any other known method on a large set of KCP-instances from the literature. The ACT-based methods are also found to be highly effective on the MKP.

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

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Achterberg, T.: Conflict analysis in mixed integer programming. Discrete Optim. 4(1), 4–20 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  • Arntzen, H., Hvattum, L.M., Løkketangen, A.: Adaptive memory search for multidemand multidimensional knapsack problems. Comput. Oper. Res. 33, 2508–2525 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  • Beaujon, G.J., Marin, S.P., McDonald, G.C.: Balancing and optimizing a portfolio of r&d projects. Nav. Res. Logist. 48, 18–40 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  • Cappanera, P.: Discrete facility location and routing of obnoxious facilities. PhD thesis, University of Milano (1999)

  • Cappanera, P., Trubian, M.: A local-search-based heuristic for the demand-constrained multidimensional knapsack problem. INFORMS J. Comput. 17, 82–98 (2005)

    Article  MathSciNet  Google Scholar 

  • Chu, P.C., Beasley, J.E.: A genetic algorithm for the multidimensional knapsack problem. J. Heuristics 4, 63–86 (1998)

    Article  MATH  Google Scholar 

  • Danna, E., Rothberg, E., Pape, C.L.: Exploring relaxation induced neighborhoods to improve MIP solutions. Math. Program. 102(1), 71–90 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  • Fischetti, M., Lodi, A.: Local branching. Math. Program. 98(1), 23–47 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  • Gavish, B., Pirkul, H.: Allocation of databases and processors in a distributed computing system. In: Akoka, J. (ed.) Management of Distributed Data Processing, pp. 215–231. North-Holland, Amsterdam (1982)

    Google Scholar 

  • Gilmore, P.C., Gomory, R.E.: The theory and computation of knapsack functions. Oper. Res. 14, 1045–1075 (1966)

    Article  MathSciNet  Google Scholar 

  • Glover, F.: Heuristics for integer programming using surrogate constraints. Decis. Sci. 8(1), 156–166 (1977)

    Article  Google Scholar 

  • Glover, F., Laguna, M.: Tabu Search. Kluwer Academic, Boston (1997)

    MATH  Google Scholar 

  • Gomes, C., Sellmann, M.: Streamlined constraint reasoning. In: Proceedings, CPAIOR 2004 (2004)

  • Gomes, C., van Hoeve, W., Leahu, L.: The power of semidefinite programming relaxations for MAX-SAT. In: Proceedings, CPAIOR 2006, pp. 104–118 (2006)

  • Hanafi, S., Wilbaut, C.: Improved convergent heuristic for 0–1 mixed integer programming. Research Report, University of Valenciennes (2006)

  • Holmberg, K., Yuan, D.: A Lagrangian heuristic based branch-and-bound approach for the capacitated network design problem. Oper. Res. 48(3), 461–481 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  • Hvattum, L.M., Løkketangen, A.: Experiments using scatter search for the multidemand multidimensional knapsack problem. In: Doerner, K.F., et al. (eds.) Metaheuristics: Progress in Complex Systems Optimization. Operations Research/Computer Science Interfaces, vol. 39, pp. 3–24. Springer, Berlin (2007)

    Google Scholar 

  • Laguna, M., Martí, R.: Scatter Search: Methodology and Implementations in C. Kluwer Academic, Dordrecht (2003)

    Google Scholar 

  • Lorie, J., Savage, L.: Three problems in capital rationing. J. Bus. 28, 229–239 (1955)

    Google Scholar 

  • Manne, A., Markowitz, H.: On the solution of discrete programming problems. Econometrica 25, 85–110 (1957)

    MathSciNet  Google Scholar 

  • Plastria, F.: Static competitive facility location: an overview of optimization approaches. Eur. J. Oper. Res. 129, 461–470 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  • Puchinger, J., Raidl, G.R.: Combining metaheuristics and exact algorithms in combinatorial optimization: A survey and classification. In: Mira, J., Álvarez, J.R. (eds.) Proceedings of the First International Work-Conference on the Interplay Between Natural and Artificial Computation, Part II. Lecture Notes in Computer Science, vol. 3562, pp. 41–53. Springer, Berlin (2005)

    Google Scholar 

  • Romero-Morales, D., Carrizosa, E., Conde, E.: Semi-obnoxious location models: a global optimization approach. Eur. J. Oper. Res. 102, 295–301 (1997)

    Article  MATH  Google Scholar 

  • Savelsbergh, M.W.P.: Preprocessing and probing for mixed integer programming problems. ORSA J. Comput. 6, 445–454 (1994)

    MATH  MathSciNet  Google Scholar 

  • Sellmann, M., Kliewer, G., Koberstein, A.: Lagrangian cardinality cuts and variable fixing for capacitated network. In: Proceedings of the Tenth Annual European Symposium on Algorithms, pp. 845–858 (2002)

  • Shih, W.: A branch and bound method for the multiconstraint zero-one knapsack problem. J. Oper. Res. Soc. 30, 369–378 (1979)

    MATH  Google Scholar 

  • Soyster, A.L., Lev, B., Slivka, W.: Zero-one programming with many variables and few constraints. Eur. J. Oper. Res. 2, 195–201 (1978)

    Article  MATH  Google Scholar 

  • Vasquez, M., Hao, J.-K.: A hybrid approach for the 0–1 multidimensional knapsack problem. In: Proceedings of the International Joint Conference on Artificial Intelligence 2001, pp. 328–333 (2001)

  • Vasquez, M., Vimont, Y.: Improved results on the 0–1 multidimensional knapsack problem. Eur. J. Oper. Res. 165, 70–81 (2005)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Arne Løkketangen.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Hvattum, L.M., Arntzen, H., Løkketangen, A. et al. Alternating control tree search for knapsack/covering problems. J Heuristics 16, 239–258 (2010). https://doi.org/10.1007/s10732-008-9100-4

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10732-008-9100-4

Keywords

Navigation