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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

2016

Mathematics

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Convexification

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Relaxations And Discretizations For The Pooling Problem, Akshay Gupte, Shabbir Ahmed, Santanu S. Dey, Myun Seok Cheon Apr 2016

Relaxations And Discretizations For The Pooling Problem, Akshay Gupte, Shabbir Ahmed, Santanu S. Dey, Myun Seok Cheon

Publications

The pooling problem is a folklore NP-hard global optimization problem that finds applications in industries such as petrochemical refining, wastewater treatment and mining. This paper assimilates the vast literature on this problem that is dispersed over different areas and gives new insights on prevalent techniques. We also present new ideas for computing dual bounds on the global optimum by solving high-dimensional linear programs. Finally, we propose discretization methods for inner approximating the feasible region and obtaining good primal bounds. Valid inequalities are derived for the discretized models, which are formulated as mixed integer linear programs. The strength of our relaxations …