Abstract: Highlights•We propose a novel multiple-class multidimensional knapsack optimisation problem.•The optimisation objective of MCMKOP is to minimise the total cost of the chosen knapsacks.•We prove that MCMKOP is a NP-hard problem.•Three heuristic approaches, CPLEX and Gurobi are used to solve this problem.•The hybrid simulated annealing genetic algorithm can obtain high-quality solutions.
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