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Global optimization based on subspaces elimination: Applications to generalized pooling and water management problems
Author(s) -
Faria Débora C.,
Bagajewicz Miguel J.
Publication year - 2012
Publication title -
aiche journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.958
H-Index - 167
eISSN - 1547-5905
pISSN - 0001-1541
DOI - 10.1002/aic.12738
Subject(s) - linear subspace , subspace topology , partition (number theory) , pooling , mathematical optimization , global optimization , bilinear interpolation , branch and bound , mathematics , optimization problem , computer science , artificial intelligence , combinatorics , statistics , geometry
A global optimization strategy based on the partition of the feasible region in boxed subspaces defined by the partition of specific variables into intervals is described. Using a valid lower bound model, we create a master problem that determines several subspaces where the global optimum may exist, disregarding the others. Each subspace is then explored using a global optimization methodology of choice. The purpose of the method is to speed up the search for a global solution by taking advantage of the fact that tighter lower bounds can be generated within each subspace. We illustrate the method using the generalized pooling problem and a water management problem, which is a bilinear problem that has proven to be difficult to solve using other methods. © 2011 American Institute of Chemical Engineers AIChE J, 58: 2336–2345, 2012