MINLP: Trim-Loss Problem

Harjunkoski, Iiro; Pörn, Ray; Westerlund, Tapio

doi:10.1007/0-306-48332-7_297

Cited by 1 publication

(2 citation statements)

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“…We have shown an extension to the case of perspective formulations. Other instances that we know of are the trimloss instances of Harjunkoski et al (2009). These instances are known to be very difficult to solve (as far as we know, only the three smallest have been solved to optimality).…”

Section: Resultsmentioning

confidence: 99%

“…A first important fact to note is that separability is a very common feature in this library of convex MINLPs coming from different applications. Eight different classes of problems are included in the library: batch synthesis problems (Ravemark andRippin 1998, Vecchietti andGrossmann 1999), different layout problems (Castillo et al 2005, Sawaya 2006, synthesis (Duran andGrossmann 1986, Türkay andGrossmann 1996) and retrofit synthesis (Sawaya 2006) problems, and trimloss (Harjunkoski et al 2009) problems. Among these eight classes only one is not separable according to our definition: the trimloss instances (these instances contain functions of the form − √ xy in their formulation).…”

Section: Ibm Cmu Minlp Library Instancesmentioning

confidence: 99%

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An Outer-Inner Approximation for Separable Mixed-Integer Nonlinear Programs

Hijazi

Bonami

Ouorou

2014

INFORMS Journal on Computing

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A common structure in convex mixed-integer nonlinear programs (MINLPs) is separable nonlinear functions. In the presence of such structures, we propose three improvements to the outer approximation algorithms. The first improvement is a simple extended formulation, the second is a refined outer approximation, and the third is a heuristic inner approximation of the feasible region. As a side result, we exhibit a simple example where a classical implementation of the outer approximation would take an exponential number of iterations, whereas it is easily solved with our modifications. These methods have been implemented in the open source solver Bonmin and are available for download from the Computational Infrastructure for Operations Research project website. We test the effectiveness of the approach on three real-world applications and on a larger set of models from an MINLP benchmark library. Finally, we show how the techniques can be extended to perspective formulations of several problems. The proposed tools lead to an important reduction in computing time on most tested instances.

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Section: Resultsmentioning

confidence: 99%