A library for continuous convex separable quadratic knapsack problems

► We describe an open-source C++ library for the solution of convex continuous quadratic knapsack problems. ► The library revolves around an abstract base class, independent from the specific algorithm, which supports all typical needs. ► Two implementations of the Lagrangian approach plus a wrapper class for the C API of Cplex are provided. ► The library could be easily extended to other algorithms and more complex versions of the problem. ► Three computational tests show that the library is competitive with a general-purpose solver, especially for reoptimization.