Knapsack algorithm restricted to N-element solution

问题

This excerpt from the CRAN documentation for the adagio function knapsack() functions as expected -- it solves the knapsack problem with profit vector p, weight vector w, and capacity cap, selecting the subset of elements with maximum profit subject to the constraint that the total weight of selected elements does not exceed the capacity.

library(adagio)
p <- c(15, 100, 90, 60, 40, 15, 10,  1)
w <- c( 2,  20, 20, 30, 40, 30, 60, 10)
cap <- 102
(is <- knapsack(w, p, cap))

How can I add a vector length constraint to the solution and still get an optimal answer? For example, the above exercise, but the selected subset must include exactly three elements.

回答1:

One approach would be to explicitly model the problem as a mixed integer linear programming problem; the advantage of explicitly modeling it in this way is that linear constraints like "pick exactly three objects" are simple to model. Here is an example with the lpSolve package in R, where each element in the knapsack problem is represented by a binary variable in a mixed integer linear programming formulation. The requirement that we select exactly three elements is captured by the constraint requiring the decision variables to sum to exactly 3.

library(lpSolve)
p <- c(15, 100, 90, 60, 40, 15, 10,  1)
w <- c( 2,  20, 20, 30, 40, 30, 60, 10)
cap <- 102
exact.num.elt <- 3
mod <- lp(direction = "max",
          objective.in = p,
          const.mat = rbind(w, rep(1, length(p))),
          const.dir = c("<=", "="),
          const.rhs = c(cap, exact.num.elt),
          all.bin = TRUE)
# Solution
which(mod$solution >= 0.999)
# [1] 2 3 4

# Profit
mod$objval
# [1] 250

While subsetting the optimal solution from the adagio:::knapsack function to the desired size is a reasonable heuristic for the case when the desired subset size is smaller than the cardinality of the optimal solution to the standard problem, there exist examples where the optimal solution to the standard knapsack problem and the optimal solution to the size-constrained knapsack problem are disjoint. For instance, consider the following problem data:

p <- c(2, 2, 2, 2, 3, 3)
w <- c(1, 1, 1, 1, 2, 2)
cap <- 4
exact.num.elt <- 2

With capacity 4 and no size constraint, the standard knapsack problem will select the four elements with profit 2 and weight 1, getting total profit 8. However, with size limit 2 the optimal solution is instead to select the two elements with profit 3 and weight 2, getting total profit 6.

来源：https://stackoverflow.com/questions/34980658/knapsack-algorithm-restricted-to-n-element-solution

标签

mathematical-optimization

knapsack-problem