Knapsack problem

About: Knapsack problem is a research topic. Over the lifetime, 7401 publications have been published within this topic receiving 163847 citations. The topic is also known as: rucksack problem & backpack problem.

Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach

Abstract: Evolutionary algorithms (EAs) are often well-suited for optimization problems involving several, often conflicting objectives. Since 1985, various evolutionary approaches to multiobjective optimization have been developed that are capable of searching for multiple solutions concurrently in a single run. However, the few comparative studies of different methods presented up to now remain mostly qualitative and are often restricted to a few approaches. In this paper, four multiobjective EAs are compared quantitatively where an extended 0/1 knapsack problem is taken as a basis. Furthermore, we introduce a new evolutionary approach to multicriteria optimization, the strength Pareto EA (SPEA), that combines several features of previous multiobjective EAs in a unique manner. It is characterized by (a) storing nondominated solutions externally in a second, continuously updated population, (b) evaluating an individual's fitness dependent on the number of external nondominated points that dominate it, (c) preserving population diversity using the Pareto dominance relationship, and (d) incorporating a clustering procedure in order to reduce the nondominated set without destroying its characteristics. The proof-of-principle results obtained on two artificial problems as well as a larger problem, the synthesis of a digital hardware-software multiprocessor system, suggest that SPEA can be very effective in sampling from along the entire Pareto-optimal front and distributing the generated solutions over the tradeoff surface. Moreover, SPEA clearly outperforms the other four multiobjective EAs on the 0/1 knapsack problem.

MOEA/D: A Multiobjective Evolutionary Algorithm Based on Decomposition

Abstract: Decomposition is a basic strategy in traditional multiobjective optimization. However, it has not yet been widely used in multiobjective evolutionary optimization. This paper proposes a multiobjective evolutionary algorithm based on decomposition (MOEA/D). It decomposes a multiobjective optimization problem into a number of scalar optimization subproblems and optimizes them simultaneously. Each subproblem is optimized by only using information from its several neighboring subproblems, which makes MOEA/D have lower computational complexity at each generation than MOGLS and nondominated sorting genetic algorithm II (NSGA-II). Experimental results have demonstrated that MOEA/D with simple decomposition methods outperforms or performs similarly to MOGLS and NSGA-II on multiobjective 0-1 knapsack problems and continuous multiobjective optimization problems. It has been shown that MOEA/D using objective normalization can deal with disparately-scaled objectives, and MOEA/D with an advanced decomposition method can generate a set of very evenly distributed solutions for 3-objective test instances. The ability of MOEA/D with small population, the scalability and sensitivity of MOEA/D have also been experimentally investigated in this paper.

Knapsack Problems: Algorithms and Computer Implementations

Abstract: Introduction knapsack problem bounded knapsack problem subset-sum problem change-making problem multiple knapsack problem generalized assignment problem bin packing problem. Appendix: computer codes.

The Price of Robustness

Abstract: A robust approach to solving linear optimization problems with uncertain data was proposed in the early 1970s and has recently been extensively studied and extended. Under this approach, we are willing to accept a suboptimal solution for the nominal values of the data in order to ensure that the solution remains feasible and near optimal when the data changes. A concern with such an approach is that it might be too conservative. In this paper, we propose an approach that attempts to make this trade-off more attractive; that is, we investigate ways to decrease what we call the price of robustness. In particular, we flexibly adjust the level of conservatism of the robust solutions in terms of probabilistic bounds of constraint violations. An attractive aspect of our method is that the new robust formulation is also a linear optimization problem. Thus we naturally extend our methods to discrete optimization problems in a tractable way. We report numerical results for a portfolio optimization problem, a knapsack problem, and a problem from the Net Lib library.

Modern heuristic techniques for combinatorial problems

Abstract: Part 1 Introduction: combinatorial problems local and global optima heuristics. Part 2 Simulated annealing: the basic method enhancements and modifications applications conclusions. Part 3 Tabu search: the tabu framework broader aspects of intensification and diversification tabu search applications connections and conclusions. Part 4 Genetic algorithms: basic concepts a simple example extensions and modifications applications conclusions. Part 5 Artificial neural networks: neural networks combinatorial optimization problems the graph bisection problem the graph partition problem the travelling salesman problem scheduling problems deformable templates inequality constraints, the Knapsack problem summary. Part 6 Lagrangian relaxation: overview basic methodology Lagrangian heuristics and problem reduction determination of Lagrange multipliers dual ascent tree search applications conclusions. Part 7 Evaluation of heuristic performance: analytical methods empirical testing statistical inference conclusions.