Semi-Infinite Relaxations for the Dynamic Knapsack Problem with Stochastic Item Sizes.
Daniel BladoWeihong HuAlejandro TorielloPublished in: SIAM J. Optim. (2016)
Keyphrases
- knapsack problem
- semi infinite
- semidefinite
- linear program
- np hard
- maximum profit
- linear programming relaxation
- optimal solution
- linear programming
- combinatorial optimization problems
- optimization problems
- dynamic programming
- exact algorithms
- lp relaxation
- greedy algorithm
- lower bound
- semidefinite programming
- optimality conditions
- sensitivity analysis
- branch and bound algorithm
- dynamic systems
- scheduling problem
- objective function
- quadratically constrained quadratic