Monotone Decreasing Algorithm for the 0-1 Multiknapsack Dual Problem

摘要

A monotone decreasing algorithm for the 0-1 multiknapsack dual problem ispresented. The subgradient type algorithm solves a continuous surrogate relaxation at each iteration, and a simple control at the subgradient updating produces a monotone decreasing sequence of Lagrangean relaxations. Many computational tests with problems from the literature are presented.