Abstract
Abstract We present an improved algorithm for generating surrogate constraint multipliers that constitues a hybrid approach based on integrating different procedures proposed earlier by Glover and by Gavish and Pirkul. We demonstrate the validity of the new procedure, give a numerical illustration, and report computational outcomes showing the effectiveness of the procedure in generating surrogate constraints for 240 multiple constraint knapsack problems drawn from an earlier study by Gavish and Pirkul.
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