Abstract
The 0-1 quadratic knapsack problem (QKP) consists in maximizing a positive quadratic pseudo-Boolean function subject to a linear capacity constraint. We present in this paper a new method, based on Lagrangian decomposition, for computing an upper bound of QKP. We report computational experiments which demonstrate the sharpness of the bound (relative error very often less than 1%) for large size instances (up to 500 variables).
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