Multi-Knapsack solver

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

Version 1.3.0.0 (50.9 KB)
3.6K Downloads
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29 Jan 2020

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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.

Cite As

Sebastien PARIS (2026). Multi-Knapsack solver (https://www.mathworks.com/matlabcentral/fileexchange/20436-multi-knapsack-solver), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.3.0.0

Fixed for modern Matlab & OS64
1.2.0.0

-Compatible with Lunix64 & GCC
-Add mexme_mks

1.1.0.0

-Should compile on non-C99 compiler
-Add mexme_knapsack function
1.0.0.0

-Improve CE parse inputs algorithm