Strong Convex Nonlinear Relaxations of the Pooling Problem

Please always quote using this URN: urn:nbn:de:0297-zib-67824
  • We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products meeting given attribute percentage requirements. Our relaxations are derived by considering a set which arises from the formulation by considering a single product, a single attibute, and a single pool. The convex hull of the resulting nonconvex set is not polyhedral. We derive valid linear and convex nonlinear inequalities for the convex hull, and demonstrate that different subsets of these inequalities define the convex hull of the nonconvex set in three cases determined by the parameters of the set. Computational results on literature instances and newly created larger test instances demonstrate that the inequalities can significantly strengthen the convex relaxation of the pq-formulation of the pooling problem, which is the relaxation known to have the strongest bound.

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Author:James Luedtke, Claudia D'Ambrosio, Jeff Linderoth, Jonas SchweigerORCiD
Document Type:ZIB-Report
Tag:Pooling Problem; Relaxation; Valid Inequalities
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C20 Quadratic programming
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C26 Nonconvex programming, global optimization
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C35 Programming involving graphs or networks [See also 90C27]
Date of first Publication:2018/03/08
Series (Serial Number):ZIB-Report (18-12)
ISSN:1438-0064