A Branch and Bound Algorithm for Integer Quadratic Knapsack Problems

We present a branch and bound algorithm for solving separable convex quadratic knapsack problems with lower and upper bounds on the integer variables. The algorithm solves a series of continuous quadratic knapsack problems via their Kuhn-Tucker conditions. We also discuss reoptimization procedures for efficiently solving the continuous subproblems. Computational results for problems with up to 300 integer variables are reported. INFORMS Journal on Computing , ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.