A heuristic approach to bilevel multidimensional knapsack problems based on a surrogate relaxation
Raid Mansi, Cláudio Alves, José Valério de Carvalho, Luce Brotcorne, Said Hanafi
Proceedings of the International Conference on Engineering UBI2011 "Innovation and Development" - ICEUBI2011
Covilhã, Portugal, November 2011

ABSTRACT
The Bilevel Multidimensional Knapsack Problem is a hierarchical optimization problem involving two agents whose actions are interrelated. The Bilevel Multidimensional Knapsack Problem is used to model a variety of problems in different areas from transportation management to the financial sector. In this paper, we describe a new heuristic method for the Bilevel Multidimensional Knapsack Problem. Our approach relies on an original surrogate relaxation. This relaxation is solved using dynamic programming. At the end of the paper, we report on computational experiments that illustrate the performance of our approach.

BIBTEX ENTRY
@inproceedings{MansiAlvesCarvalhoetalICEUBI11,
author = {Ra{\"i}d Mansi and Cl{\'a}udio Alves and Jos{\'e} Val{\'e}rio de Carvalho and Luce Brotcorne and Sa{\"i}d Hanafi},
title = {A heuristic approach to bilevel multidimensional knapsack problems based on a surrogate relaxation},
booktitle = {Proceedings of the International Conference on Engineering UBI2011 "Innovation and Development" - ICEUBI2011},
address = {Covilh{\~a}, Portugal},
year = {2011}}