Multi-Knapsack solver

Multi-Knapsack solver by two stochastic optimizer : CEM & BK algorithms

Description

Multi-Knapsack solver by two stochastic solvers : i) by Cross-Entropy Method and ii) by Botev-Kroese Method for the following problem

max S(X)=(p^{t}X)
   st. WX <= c

Please run the demo files :

test_ce_knapsack.m
test_cemcmc_knapsack.m

NB. You may need to recompile mex-files. Please open run "mexme_mks" to compile on your own platform.

• MATLAB release: MATLAB 7.5 (R2007b)
• Other requirements: A C compiler.

[liudaohai liudaohai]

1. mex -f mexopts_intel10amd.bat -output gibbsampler_knapsack.dll gibbsampler_knapsack.c
 
  D:\MATLAB\BIN\WIN32\MEX.PL: Error: Could not find specified options file
    'mexopts_intel10amd.bat'.
 
??? Error using ==> mex
Unable to complete successfully
2. mex -g -output gibbsampler_knapsack.dll gibbsampler_knapsack.c
Error GIBBSAMPLER_KNAPSACK.C 478 undefined reference to _min
 
  D:\MATLAB\BIN\WIN32\MEX.PL: Error: Link of 'gibbsampler_knapsack.dll.dll' failed.
 
??? Error using ==> mex
Unable to complete successfully

[Sebastien PARIS]

You probably use the LCC compiler.
Please add

#define min(a , b) ((a) <= (b) ? (a) : (b))

on the top of the *.c file.

[liudaohai liudaohai]

Thank you very much!!!

[dhuan Du]

Is this knapsack solver able to deal with coninuous cost value?

Thanks

[Sebastien Paris]

Yes it should

[Garrett]

I'm looking for a 0/1 knapsack solver that can deal with multiple constraints. Can this program do that?

[Sebastien Paris]

Yes it should

[Merve]

I'm looking for multiple choice knapsack problem where there is only one single weight on the RHS in stead of having weights(i).

Is there any easy way to modify your algorithm for multiple choice knapsack?

[Sebastien Paris]

Merve : I think so, please build a Matrix W from your sole weight w by W = w(ones(m , 1 , :)).

Regards

[Daniel Kerry]

Hi,
I would like to know if the knapsack program is meant for multiple-constraint or multiple-knapsack containers or both?
thanks

[Sebastien Paris]

Daniel,

I will say multiple-knapsack containers.