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The multiple-choice multi-period knapsack problem

Author

Listed:
  • Edward Y H Lin

    (National Taipei University of Technology, Taipei)

  • Chung-Min Wu

    (National Taipei University of Technology, Taipei)

Abstract

This paper introduces the multiple-choice multi-period knapsack problem in the interface of multiple-choice programming and knapsack problems. We first examine the properties of the multiple-choice multi-period knapsack problem. A heuristic approach incorporating both primal and dual gradient methods is then developed to obtain a strong lower bound. Two branch-and-bound procedures for special-ordered-sets type 1 variables that incorporate, respectively, a special algorithm and the multiple-choice programming technique are developed to locate the optimal solution using the above lower bound as the initial solution. A computer program written in IBM's APL2 is developed to assess the quality of this lower bound and to evaluate the performance of these two branch-and-bound procedures.

Suggested Citation

  • Edward Y H Lin & Chung-Min Wu, 2004. "The multiple-choice multi-period knapsack problem," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(2), pages 187-197, February.
  • Handle: RePEc:pal:jorsoc:v:55:y:2004:i:2:d:10.1057_palgrave.jors.2601661
    DOI: 10.1057/palgrave.jors.2601661
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    References listed on IDEAS

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