On the coupled continuous knapsack problems: projection onto the volume constrained Gibbs \(N\)-simplex
type: Item
instance of: scholarly article
title: On the coupled continuous knapsack problems: projection onto the volume constrained Gibbs \(N\)-simplex
zbMATH Open document ID: 1335.65055
author: Rouhollah Tavakoli
published in: Optimization Letters
publication date: 2016-02-23T00:00:00Z
review text: The coupled system of continuous quadratic knapsack problems is equivalent to a number of distinct continuous quadratic knapsack problems that are coupled together by a number of sparse constraints. The author proposes three algorithms to solve the system of coupled continuous quadratic knapsack problems. The methods are based on the decomposition of the feasible domain into a number of convex sets which are solved by time-linear projection algorithms, and the solution of the original problem is obtained by the alternating projection algorithm. The effectiveness of the proposed algorithms is illustrated by some numerical experiments in solving a model problem, and compared against some available quadratic programming solvers.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 91B32
Mathematics Subject Classification ID: 90-04
zbMATH DE Number: 6544385
zbMATH Keywords: knapsack problem
zbMATH Keywords: convex optimization
zbMATH Keywords: linearly constrained optimization
zbMATH Keywords: time-linear algorithm
zbMATH Keywords: algorithm
zbMATH Keywords: numerical experiment
zbMATH Keywords: quadratic programming
describes a project that uses: topopt_multi
describes a project that uses: Matlab
describes a project that uses: Mosek
MaRDI profile type: Publication
full work available at URL: s11590-015-0866-7
OpenAlex ID: W2108775008
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DOI: 10.1007/S11590-015-0866-7
reviewed by: Hang Lau
description: scientific article; zbMATH DE number 6544385