A Fast Algorithm for an Extension of the Multiple Choice Linear Knapsack Problem

확장된 다중선택 선형배낭문제의 신속한 해법연구

We consider an extension of the multiple choice linear knapsack problem and develop a fast algorithm of order $O(r_{max}n^2)$ by exploiting some new properties, where $r_{max}$ is the largest multiple choice number and n is the total number of variables. The proposed algorithm has convenient structures for the post-optimization in changes of the right-hand-side and multiple choice numbers. A numerical example is presented.