Publication
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems
| dc.contributor.author | Castro, Pedro | |
| dc.contributor.author | Grossmann, Ignacio E. | |
| dc.date.accessioned | 2015-03-17T16:54:13Z | |
| dc.date.available | 2015-03-17T16:54:13Z | |
| dc.date.issued | 2014 | |
| dc.description.abstract | 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). | por |
| dc.identifier.citation | 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 | por |
| dc.identifier.issn | 0925-5001 | |
| dc.identifier.uri | http://hdl.handle.net/10400.9/2649 | |
| dc.language.iso | eng | por |
| dc.publisher | Springer | por |
| dc.relation.publisherversion | http://dx.doi.org/10.1007/s10898-014-0162-6 | por |
| dc.subject | Global optimization | por |
| dc.subject | Mixed-integer nonlinear programming | por |
| dc.subject | Mixed-integer linear programming | por |
| dc.subject | Scheduling | por |
| dc.subject | Hydroelectric system | por |
| dc.title | Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 306 | por |
| oaire.citation.startPage | 277 | por |
| oaire.citation.title | Journal of Global Optimization | por |
| oaire.citation.volume | 59 | por |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |