A Semidefinite Programming Approach to the Quadratic Knapsack Problem (2000)
| Citations: | 9 - 1 self |
BibTeX
@MISC{Helmberg00asemidefinite,
author = {C. Helmberg and F. Rendl and R. Weismantel},
title = {A Semidefinite Programming Approach to the Quadratic Knapsack Problem},
year = {2000}
}
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Abstract
In order to gain insight into the quality of semidefinite relaxations of constrained quadratic 0/1 programming problems we study the quadratic knapsack problem. We investigate several basic semidefinite relaxations of this problem and compare their strength in theory and in practice. Various possibilities to improve these basic relaxations by cutting planes are discussed. The cutting planes either arise from quadratic representations of linear inequalities or from linear inequalities in the quadratic model. In particular, a large family of combinatorial cuts is introduced for the linear formulation of the knapsack problem in quadratic space. Computational results on a small class of practical problems illustrate the quality of these relaxations and cutting planes.
