Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems
Autor(a) principal: | |
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Data de Publicação: | 2014 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10400.9/2649 |
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). |
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Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problemsGlobal optimizationMixed-integer nonlinear programmingMixed-integer linear programmingSchedulingHydroelectric systemWe 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).SpringerRepositório do LNEGCastro, PedroGrossmann, Ignacio E.2015-03-17T16:54:13Z2014-01-01T00:00:00Z2014-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.9/2649engCastro, 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. 277-3060925-5001info: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:RCAAP2022-09-06T12:27:48Zoai:repositorio.lneg.pt:10400.9/2649Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T15:35:37.488728Repositório 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 |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems |
title |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems |
spellingShingle |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems Castro, Pedro Global optimization Mixed-integer nonlinear programming Mixed-integer linear programming Scheduling Hydroelectric system |
title_short |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems |
title_full |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems |
title_fullStr |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems |
title_full_unstemmed |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems |
title_sort |
Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems |
author |
Castro, Pedro |
author_facet |
Castro, Pedro Grossmann, Ignacio E. |
author_role |
author |
author2 |
Grossmann, Ignacio E. |
author2_role |
author |
dc.contributor.none.fl_str_mv |
Repositório do LNEG |
dc.contributor.author.fl_str_mv |
Castro, Pedro Grossmann, Ignacio E. |
dc.subject.por.fl_str_mv |
Global optimization Mixed-integer nonlinear programming Mixed-integer linear programming Scheduling Hydroelectric system |
topic |
Global optimization Mixed-integer nonlinear programming Mixed-integer linear programming Scheduling Hydroelectric system |
description |
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). |
publishDate |
2014 |
dc.date.none.fl_str_mv |
2014-01-01T00:00:00Z 2014-01-01T00:00:00Z 2015-03-17T16:54:13Z |
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/10400.9/2649 |
url |
http://hdl.handle.net/10400.9/2649 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
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 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 |
repository.mail.fl_str_mv |
|
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1799130221760217088 |