Tightening discretization-based MILP models for the pooling problem using upper bounds on bilinear terms

DOI10.1007/S11590-023-01985-YarXiv2207.03699MaRDI QIDQ6181371FDOQ6181371

Authors: Yifu Chen, Christos T. Maravelias, Xiaomin Zhang 

Publication date: 22 January 2024

Published in: Optimization Letters (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2207.03699

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zbMATH Keywords

nonconvex optimizationbinary expansionvalid constraints

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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