Abstract
This paper proposes a new hybrid tree search algorithm to the Multidimensional Knapsack Problem (MKP) that effectively combines tabu search with a dynamic and adaptive neighborhood search procedure. The authors' heuristic, based on a filter-and-fan (F&F) procedure, uses a Linear Programming-based Heuristic to generate a starting solution to the F&F process. A tabu search procedure is used to try to enhance the best solution value provided by the F&F method that generates compound moves by a strategically truncated form of tree search. They report the first application of the F&F method to the MKP. Experimental results obtained on a wide set of benchmark problems clearly demonstrate the competitiveness of the proposed method compared to the state-of-the-art heuristic methods.