A library for continuous convex separable quadratic knapsack problems. (English) Zbl 1317.90255
Summary: 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.
Keywords:
quadratic programming; continuous nonlinear resource allocation problem; Lagrangian relaxation; optimization softwareReferences:
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