knapsack

Intorduction

The knapsack problem is an integer programming problem with boolean variables. We relax its binary variables with real numbers from 0 to 1 and solve the resulted non-convex problem by SCA methods.

Implementation has done in Go beacuase of its awesome performance and Cplex beacuse of its awesome features.

Cplex

After relaxing binary variables and add following constraint:

x^2 - x <= 0

We have non-convex problem, for solving this problem we use lagrangian method create following problem:

max sum_i=0^T x_i + mu * (x_i^2 - x_i)
sum_i=0^T x_i <= capacity

Again we approximate x^2 - x with its first order approximation and after that we have following LP problem. please note that x^n_i means x_i in nth iteration.

max sum_i=0^T x^n_i + mu * (2 * x^(n-1)_i - 1) * x^n_i
sum_i=0^T x^n_i <= capacity

Implementation of the above LP Problem can be found in /cplex.

Contributers

• Parham Alvani (MSc Student of the Amirkabir University of Technology)
• Bahador Bakhshi (Assistant Professor of the Amirkabir University of Technology)