On the Solution of Convex Knapsack Problems with Bounded Variables.

Abstract : In this paper, a recursive method is presented to solve separable differentiable convex knapsack problems with bounded variables. The method differs from classical optimization algorithms of convex programming and determines at each iteration the optimal value of at least one variable. Applications of such problems are frequent in resource allocation and recently have shown to be useful in hierarchical production planning. Computational results are presented.