A note on optimal solutions to quadratic knapsack problems

Haibo Wang, Gary Kochenberger, and Yaquan Xu
International Journal of Mathematical Modelling and Numerical Optimisation Volume 1, Number 4, Pages: 344-351

In this note we report our success in applying CPLEX’s mixed integer quadratic programming (MIQP) solver to a set of standard quadratic knapsack test problems. The results we give show that this general purpose, commercial code outperformed a leading special purpose method reported in the literature by a wide margin.