Abstract
Discretization-based methods have been proposed for solving nonconvex optimization problems with bilinear terms such as the pooling problem. These methods convert the original nonconvex optimization problems into mixed-integer linear programs (MILPs). In this paper we study tightening methods for these MILP models for the pooling problem, and derive valid constraints using upper bounds on bilinear terms. Computational results demonstrate the effectiveness of our methods in terms of reducing solution time.
Original language | English (US) |
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Pages (from-to) | 215-234 |
Number of pages | 20 |
Journal | Optimization Letters |
Volume | 18 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2024 |
All Science Journal Classification (ASJC) codes
- Business, Management and Accounting (miscellaneous)
- Control and Optimization
Keywords
- Binary expansion
- Nonconvex optimization
- Valid constraints