Solving pooling problems with time discretization by LP and SOCP relaxations and rescheduling methods

DOI10.1007/s10898-019-00795-wzbMath1433.90103arXiv1804.02857OpenAlexW2952789813WikidataQ127713831 ScholiaQ127713831MaRDI QIDQ2010087

Masaki Kimizuka, Sunyoung Kim, Makoto Yamashita

Publication date: 3 December 2019

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.02857

zbMATH Keywords

computational efficiencylinear programming relaxationpooling problemsemidefinite relaxationrescheduling methodsecond-order cone relaxation

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Related Items

Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems ⋮ Tightening methods based on nontrivial bounds on bilinear terms ⋮ Exact SDP relaxations for quadratic programs with bipartite graph structures ⋮ Tightening discretization-based MILP models for the pooling problem using upper bounds on bilinear terms

Uses Software

• CONOPT
• SDPA
• SeDuMi
• SDPT3
• CPLEX
• SparsePOP
• Mosek
• GitHub
• SPOTless

Cites Work

• Solving semidefinite-quadratic-linear programs using SDPT3
• Relaxations and discretizations for the pooling problem
• An exact reformulation algorithm for large nonconvex nLPs involving bilinear terms
• Global minimization by reducing the duality gap
• Exact solutions of some nonconvex quadratic optimization problems via SDP and SOCP relaxa\-tions
• A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem
• Optimization over structured subsets of positive semidefinite matrices via column generation
• Cones of diagonally dominant matrices
• Strong formulations for the pooling problem
• Second order cone programming relaxation of nonconvex quadratic optimization problems
• Latest Developments in the SDPA Family for Solving Large-Scale SDPs
• Semidefinite optimization
• CONOPT—A Large-Scale GRG Code
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Some properties of regularization and penalization schemes for MPECs
• Implementation and evaluation of SDPA 6.0 (Semidefinite Programming Algorithm 6.0)