A Newton’s method for the continuous quadratic knapsack problem
We introduce a new efficient method to solve the continuous quadratic knapsack problem. This is a highly structured quadratic program that appears in different contexts. The method converges after O ( n ) iterations with overall arithmetic complexity O ( n 2 ) . Numerical experiments show that in pr...
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Veröffentlicht in: | Mathematical programming computation 2014-06, Vol.6 (2), p.151-169 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We introduce a new efficient method to solve the continuous quadratic knapsack problem. This is a highly structured quadratic program that appears in different contexts. The method converges after
O
(
n
)
iterations with overall arithmetic complexity
O
(
n
2
)
. Numerical experiments show that in practice the method converges in a small number of iterations with overall linear complexity, and is faster than the state-of-the-art algorithms based on median finding, variable fixing, and secant techniques. |
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ISSN: | 1867-2949 1867-2957 |
DOI: | 10.1007/s12532-014-0066-y |