Valid inequalities for the pooling problem with binary variables

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The pooling problem consists of finding the optimal quantity of final products to obtain by blending different compositions of raw materials in pools. Bilinear terms are required to model the quality of products in the pools, making the pooling problem a non-convex continuous optimization problem. In this paper we study a generalization of the standard pooling problem where binary variables are used to model fixed costs associated with using a raw material in a pool. We derive four classes of strong valid inequalities for the problem and demonstrate that the inequalities dominate classic flow cover inequalities. The inequalities can be separated in polynomial time. Computational results are reported that demonstrate the utility of the inequalities when used in a global optimization solver.

Original languageEnglish
Title of host publicationInteger Programming and Combinatoral Optimization - 15th International Conference, IPCO 2011, Proceedings
Pages117-129
Number of pages13
DOIs
Publication statusPublished - 11 Jul 2011
Externally publishedYes
Event15th International Conference on Integer Programming and Combinatorial Optimization, IPCO 2011 - New York, NY, United States
Duration: 15 Jun 201117 Jun 2011

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume6655 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference15th International Conference on Integer Programming and Combinatorial Optimization, IPCO 2011
Country/TerritoryUnited States
CityNew York, NY
Period15/06/1117/06/11

Keywords

  • Integer programming
  • global optimization
  • pooling
  • valid inequalities

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