A Branch and Bound Algorithm for Integer Quadratic Knapsack Problems

Abstract

We present a branch and bound algorithm for solving separable convex quadratic knapsack problems with lower and upper bounds on the integer variables. The algorithm solves a series of continuous quadratic knapsack problems via their Kuhn-Tucker conditions. We also discuss reoptimization procedures for efficiently solving the continuous subproblems. Computational results for problems with up to 300 integer variables are reported. INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.