On the coupled continuous knapsack problems: projection onto the volume constrained Gibbs N-simplex

@article{Tavakoli2016OnTC,
  title={On the coupled continuous knapsack problems: projection onto the volume constrained Gibbs N-simplex},
  author={Rouhollah Tavakoli},
  journal={Optimization Letters},
  year={2016},
  volume={10},
  pages={137-158}
}
Coupled continuous quadratic knapsack problems (CCK) are introduced in the present study. The solution of a CCK problem is equivalent to the projection of an arbitrary point onto the volume constrained Gibbs N-simplex, which has a wide range of applications in computational science and engineering. Three algorithms have been developed in the present study to solve large scale CCK problems. According to the numerical experiments of this study, the computational costs of presented algorithms… CONTINUE READING
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