A library for continuous convex separable quadratic knapsack problems

Frangioni, Antonio

;GORGONE, ENRICO

2013-01-01

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Abstract

The Continuous Convex Separable Quadratic Knapsack problem (CQKnP) is an easy but useful model that has very many different applications. Although the problem can be solved quickly, it must typically be solved very many times within approaches to (much) more difficult models; hence an efficient solution approach is required. We present and discuss a small open-source library for its solution that we have recently developed and distributed. © 2013 Elsevier B.V. All rights reserved.