Research Reports from the Department of Operations

Document Type

Report

Publication Date

2-1-1981

Abstract

In [2] a branch-and search algorithm for the General Multiple-Choice Knapsack Problem [GMKP] was developed. This paper presents extensive computational results with this algorithm. The study illustrates that the implicit enumeration criteria developed in [2] are exceptionally strong, and the algorithm is most efficient when applied to the GMKP and also when compared to existing codes for 0-1 multiple-Choice Knapsack problem.

Keywords

Operations research, Investments--Mathematical models, Knapsack problem (Mathematics), Linear programming, Algorithms, Decision making--Mathematical models, Portfolio management--Mathematical models

Publication Title

Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University

Issue

Technical memorandum no. 491

Rights

This work is in the public domain and may be freely downloaded for personal or academic use

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