Global optimization of bilinear programs with a multiparametric disaggregation technique

Detalhes bibliográficos
Autor(a) principal: Kolodziej, Scott
Data de Publicação: 2013
Outros Autores: Castro, Pedro, Grossmann, Ignacio E.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.9/2445
Resumo: In this paper, we present the derivation of the multiparametric disaggregation technique (MDT) by Teles et al. (J. Glob. Optim., 2011) for solving nonconvex bilinear programs. Both upper and lower bounding formulations corresponding to mixed-integer linear programs are derived using disjunctive programming and exact linearizations, and incorporated into two global optimization algorithms that are used to solve bilinear programming problems. The relaxation derived using the MDT is shown to scalemuchmore favorably than the relaxation that relies on piecewise McCormick envelopes, yielding smallermixed-integer problems and faster solution times for similar optimality gaps. The proposed relaxation also compares well with general global optimization solvers on large problems.
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spelling Global optimization of bilinear programs with a multiparametric disaggregation techniqueMixed-integer linear programmingMixed-integer nonlinear programmingGlobal optimizationQuadratic optimizationDisjunctive programmingIn this paper, we present the derivation of the multiparametric disaggregation technique (MDT) by Teles et al. (J. Glob. Optim., 2011) for solving nonconvex bilinear programs. Both upper and lower bounding formulations corresponding to mixed-integer linear programs are derived using disjunctive programming and exact linearizations, and incorporated into two global optimization algorithms that are used to solve bilinear programming problems. The relaxation derived using the MDT is shown to scalemuchmore favorably than the relaxation that relies on piecewise McCormick envelopes, yielding smallermixed-integer problems and faster solution times for similar optimality gaps. The proposed relaxation also compares well with general global optimization solvers on large problems.SpringerRepositório do LNEGKolodziej, ScottCastro, PedroGrossmann, Ignacio E.2014-04-28T10:11:53Z2013-01-01T00:00:00Z2013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.9/2445engKolodziej, S.; Castro, P.M.; Grossmann, I.E. Global optimization of bilinear programs with a multiparametric disaggregation technique. In: Journal of Global Optimization, 2013, Vol. 57, nº 4, p. 1039-10630925-5001info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2022-09-06T12:27:28Zoai:repositorio.lneg.pt:10400.9/2445Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T15:35:20.411006Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Global optimization of bilinear programs with a multiparametric disaggregation technique
title Global optimization of bilinear programs with a multiparametric disaggregation technique
spellingShingle Global optimization of bilinear programs with a multiparametric disaggregation technique
Kolodziej, Scott
Mixed-integer linear programming
Mixed-integer nonlinear programming
Global optimization
Quadratic optimization
Disjunctive programming
title_short Global optimization of bilinear programs with a multiparametric disaggregation technique
title_full Global optimization of bilinear programs with a multiparametric disaggregation technique
title_fullStr Global optimization of bilinear programs with a multiparametric disaggregation technique
title_full_unstemmed Global optimization of bilinear programs with a multiparametric disaggregation technique
title_sort Global optimization of bilinear programs with a multiparametric disaggregation technique
author Kolodziej, Scott
author_facet Kolodziej, Scott
Castro, Pedro
Grossmann, Ignacio E.
author_role author
author2 Castro, Pedro
Grossmann, Ignacio E.
author2_role author
author
dc.contributor.none.fl_str_mv Repositório do LNEG
dc.contributor.author.fl_str_mv Kolodziej, Scott
Castro, Pedro
Grossmann, Ignacio E.
dc.subject.por.fl_str_mv Mixed-integer linear programming
Mixed-integer nonlinear programming
Global optimization
Quadratic optimization
Disjunctive programming
topic Mixed-integer linear programming
Mixed-integer nonlinear programming
Global optimization
Quadratic optimization
Disjunctive programming
description In this paper, we present the derivation of the multiparametric disaggregation technique (MDT) by Teles et al. (J. Glob. Optim., 2011) for solving nonconvex bilinear programs. Both upper and lower bounding formulations corresponding to mixed-integer linear programs are derived using disjunctive programming and exact linearizations, and incorporated into two global optimization algorithms that are used to solve bilinear programming problems. The relaxation derived using the MDT is shown to scalemuchmore favorably than the relaxation that relies on piecewise McCormick envelopes, yielding smallermixed-integer problems and faster solution times for similar optimality gaps. The proposed relaxation also compares well with general global optimization solvers on large problems.
publishDate 2013
dc.date.none.fl_str_mv 2013-01-01T00:00:00Z
2013-01-01T00:00:00Z
2014-04-28T10:11:53Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.9/2445
url http://hdl.handle.net/10400.9/2445
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Kolodziej, S.; Castro, P.M.; Grossmann, I.E. Global optimization of bilinear programs with a multiparametric disaggregation technique. In: Journal of Global Optimization, 2013, Vol. 57, nº 4, p. 1039-1063
0925-5001
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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