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

DOI10.1007/S11590-023-01985-YMaRDI QIDQ6181371zbMATH OpenFDO

Authors Yifu Chen, Christos T. Maravelias, Xiaomin Zhang

Publication date 22 January 2024

Published in Optimization Letters (Search for Journal in Brave)

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

zbMATH Keywords

nonconvex optimizationbinary expansionvalid constraints

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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.

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