Relaxations and heuristics for the multiple non-linear separable knapsack problem

We consider the multiple non-linear knapsack problem with separable non-convex functions. The problem, which can be modeled as a (mixed) integer non-linear program, is extremely difficult to solve in practice. We present a fast heuristic algorithm, based on constructive techniques, surrogate relaxations, and local search improvements. Computational comparisons with exact and heuristic methods for general non-convex mixed integer non-linear programs show that the proposed approach provides good-quality solutions within small computing times.