Publication
Tightening piecewise McCormick relaxations for bilinear problems
| dc.contributor.author | Castro, Pedro | |
| dc.date.accessioned | 2016-04-26T13:55:32Z | |
| dc.date.available | 2016-04-26T13:55:32Z | |
| dc.date.issued | 2015 | |
| dc.description.abstract | We address nonconvex bilinear problems where the main objective is the computation of a tight lowerbound for the objective function to be minimized. This can be obtained through a mixed-integer linearprogramming formulation relying on the concept of piecewise McCormick relaxation. It works by dividingthe domain of one of the variables in each bilinear term into a given number of partitions, while consid-ering global bounds for the other. We now propose using partition-dependent bounds for the latter so asto further improve the quality of the relaxation. While it involves solving hundreds or even thousands oflinear bound contracting problems in a pre-processing step, the benefit from having a tighter formula-tion more than compensates the additional computational time. Results for a set of water network designproblems show that the new algorithm can lead to orders of magnitude reduction in the optimality gapcompared to commercial solvers. | pt_PT |
| dc.identifier.citation | Castro, P.M. - Tightening piecewise McCormick relaxations for bilinear problems. In: Computers and Chemical Engineering, 2015, Vol. 72, p. 300-311 | pt_PT |
| dc.identifier.doi | 10.1016/j.compchemeng.2014.03.025 | pt_PT |
| dc.identifier.issn | 0098-1354 | |
| dc.identifier.uri | http://hdl.handle.net/10400.9/2947 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | Elsevier | pt_PT |
| dc.relation.publisherversion | http://dx.doi.org/10.1016/j.compchemeng.2014.03.025 | pt_PT |
| dc.subject | Water minimization | pt_PT |
| dc.subject | Nonlinear programming | pt_PT |
| dc.subject | Mathematical modelling | pt_PT |
| dc.subject | Optimization | pt_PT |
| dc.title | Tightening piecewise McCormick relaxations for bilinear problems | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 311 | pt_PT |
| oaire.citation.startPage | 300 | pt_PT |
| oaire.citation.title | Computers and Chemical Engineering | pt_PT |
| oaire.citation.volume | 72 | pt_PT |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |