Description
Mixed-integer quadratically constrained quadratic program- ming (MIQCQP) is a general class related to several impor- tant problems such as polynomial, semidefinite, and conic programming. Moreover, MIQCQP is a natural way to model many important problems in chemical engineering applica- tions. Our motivation is the refinery operational planning problem (ROPP) under uncertainty, which has a large-scale deterministic equivalent MIQCQP. We tackle this problem proposing a primal-dual decomposition algorithm named the p-Lagrangian method, which combines a bundle-method inspired Lagrangian decomposition with MIP-based relax- ations. These relaxations are obtained using the normalised multiparametric desegregation technique (NMDT) and can be made arbitrarily precise by means of a precision parameter p. We present enhancements for the NMDT-based relaxation and how to effectively employ them in the decomposition algorithm. The proposed method was tested on a real-world ROPP and compared with the commercial solver BARON in terms of performance. The numerical results obtained illus- trate the efficiency of the method for several instances.| Aikajakso | 2018 |
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| Tapahtuman otsikko | International Symposium on Mathematical Programming |
| Tapahtuman tyyppi | Conference |
| Sijainti | Bourdeaux, RanskaNäytä kartalla |
| Tunnustuksen arvo | International |