| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6897897 | European Journal of Operational Research | 2013 | 4 Pages |
Abstract
⺠We describe an open-source C++ library for the solution of convex continuous quadratic knapsack problems. ⺠The library revolves around an abstract base class, independent from the specific algorithm, which supports all typical needs. ⺠Two implementations of the Lagrangian approach plus a wrapper class for the C API of Cplex are provided. ⺠The library could be easily extended to other algorithms and more complex versions of the problem. ⺠Three computational tests show that the library is competitive with a general-purpose solver, especially for reoptimization.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Antonio Frangioni, Enrico Gorgone,