Abstract
We introduce a new algorithm for the continuous bounded quadratic knapsack problem. This algorithm is motivated by the geometry of the problem, is based on the iterative solution of a series of simple projection problems, and is easy to understand and implement. In practice, the method compares favorably to other well-known algorithms (some of which have superior worst-case complexity) on problem sizes up ton = 4000.
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Robinson, A.G., Jiang, N. & Lerme, C.S. On the continuous quadratic knapsack problem. Mathematical Programming 55, 99–108 (1992). https://doi.org/10.1007/BF01581193
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DOI: https://doi.org/10.1007/BF01581193