This paper presents a solution procedure for a class of discontinuous nonlinear knapsack problems. These problems have a single linear constraint and a restriction that each variable must be either zero or take on a value within a specified interval. The objective function is separable and each...

This paper is concerned with the modeling and resolution of the energy generation planning problem of a large hydroelectric system for a horizon up to two years, with emphasis on hydro plant generation, hydro system aggregation, and objective function modeling. The problem has been formulated as...

This paper considers optimization problems with a nonlinear-additive objective function and a single linear constraint. Such models have numerous direct applications and serve as subproblems in procedures for more complex problems. Some important portfolio selection problems can be expressed in...