Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.9/2649
Título: Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems
Autor: Castro, Pedro
Grossmann, Ignacio E.
Palavras-chave: Global optimization
Mixed-integer nonlinear programming
Mixed-integer linear programming
Scheduling
Hydroelectric system
Data: 2014
Editora: Springer
Citação: Castro, P.M.; Grossmann, I.E. - Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems. In: Journal of Global Optimization, 2014, Vol. 59, nº 2-3, p. 277-306
Resumo: We address nonconvex mixed-integer bilinear problems where the main challenge is the computation of a tight upper bound for the objective function to be maximized. This can be obtained by using the recently developed concept of multiparametric disaggregation following the solution of a mixed-integer linear relaxation of the bilinear problem. Besides showing that it can provide tighter bounds than a commercial global optimization solver within a given computational time, we propose to also take advantage of the relaxed formulation for contracting the variables domain and further reduce the optimality gap. Through the solution of a real-life case study from a hydroelectric power system, we show that this can be an efficient approach depending on the problem size. The relaxed formulation from multiparametric formulation is provided for a generic numeric representation system featuring a base between 2 (binary) and 10 (decimal).
URI: http://hdl.handle.net/10400.9/2649
ISSN: 0925-5001
Versão do Editor: http://dx.doi.org/10.1007/s10898-014-0162-6
Aparece nas colecções:UAER - Artigos em revistas internacionais

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