Abstract
The 0–1 linear knapsack problem with a single continuous variable (KPC) is an extension of the binary knapsack problem (KP). It is an NP-hard problem. In this paper, we show that KPC can be reduced to KP and a pseudo-knapsack problem (PKP), which is similar to the traditional knapsack problem except that the profits of items may be non-positive, and the weight sum has two sided limits on capacity. We use the Dynamic Programming algorithm COMBO (Martello et al., Manag Sci 45(3):414–424, 1999) to solve KP, and modify the branch and bound method EXPKNAP (Pisinger, Eur J Oper Res 87:175–187, 1995) for KP to solve the PKP. Numerical experiments show the efficiency of our method.
Similar content being viewed by others
References
Atamtürk A.: On the facets of the mixed-integer knapsack polyhedron. Math. Program. 98, 145–175 (2003)
Balas E., Ceria S., Comuéjols G.: A lift-and-project cutting plane algorithm for mixed 0–1 programs. Math. Program. 58, 295–324 (1993)
Balas E., Ceria S., Comuéjols G.: Mixed 0–1 programming by lift-and-project in a branch-and-cut framework. Manag. Sci. 42, 1229–1246 (1996)
Buther, M., Briskorn, D.: Reducing the 0–1 knapsack problem with a single continuous variable to the standard 0–1 knapsack problem. Manuskripte aus den Instituten fur Betriebswirtschaftslehre der Universitat Kiel 629 (2007)
Garey M.R., Johnson D.S.: Computers and Intractability—A Guide to the Theory of NP-completeness. Freeman W.H. and Company, San Francisco (1979)
Gorman M.F., Ahire S.: A major appliance manufacturer rethinks its inventory policies for service vehicles. Interfaces 36(5), 407–419 (2006)
Hoare C.A.R.: Quicksort. Comput. J. 5(1), 10–15 (1962)
Kellerer H., Pferschy U., Pisinger D.: Knapsack Problems. Springer, Berlin (2004)
Letchford A.N., Lodi A.: Strengthening Chvátal-Gomory cuts and gomory fractional cuts. Oper. Res. Lett. 30(2), 74–82 (2002)
Marchand H., Wolsey L.A.: The 0–1 knapsack problem with a single continuous variable. Math. Program. 85, 15–33 (1999)
Marchand H., Wolsey L.A.: Aggregation and mixed integer rounding to solve MIPs. Oper. Res. 49, 363–371 (2001)
Martello S., Pisinger D., Toth P.: Dynamic programming and strong bounds for the 0–1 knapsack problem. Manag. Sci. 45(3), 414–424 (1999)
Martello S., Pisinger D., Toth P.: New trends in exact algorithms for the 0–1 knapsack problem. Eur. J. Oper. Res. 123, 325–332 (2000)
Papadimitriou C.H.: On the complexity of integer programming. J. ACM 28, 765–768 (1981)
Pisinger D.: An expanding-core algorithm for the exact 0–1 Knapsack Problem. Eur. J. Oper. Res. 87, 175–187 (1995)
Author information
Authors and Affiliations
Corresponding author
Additional information
Research supported in part by the National Natural Science Foundation of China under Grants 60773126 and 61070020, in part by the National Key Basic Research Science Foundation (NKBRSF) of China under Grant 2011CB808000, and in part by the Research Fund for the Doctoral Program (RFDP) of China under Grant 20093514110004.
Rights and permissions
About this article
Cite this article
Lin, G., Zhu, W. & Ali, M.M. An exact algorithm for the 0–1 linear knapsack problem with a single continuous variable. J Glob Optim 50, 657–673 (2011). https://doi.org/10.1007/s10898-010-9642-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-010-9642-5