Journal ArticleDOI
Algorithms for the Solution of Multiparametric Mixed-Integer Nonlinear Optimization Problems
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Novel theoretical and algorithmic developments for the solution of mixed- integer optimization problems involving uncertainty are presented, which can be posed as multiparametric mixed-integer optimization models, where uncertainty is described by a set of parameters bounded between lower and upper bounds.Abstract:
In this paper we present novel theoretical and algorithmic developments for the solution of mixed-integer optimization problems involving uncertainty, which can be posed as multiparametric mixed-integer optimization models, where uncertainty is described by a set of parameters bounded between lower and upper bounds. In particular, we address convex nonlinear formulations involving (i) 0−1 integer variables and (ii) uncertain parameters appearing linearly and separately and present on the right-hand side of the constraints. The developments reported in this work are based upon decomposition principles where the problem is decomposed into two iteratively converging subproblems: (i) a primal and (ii) a master subproblem, representing valid parametric upper and lower bounds on the final solution, respectively. The primal subproblem is formulated by fixing the integer variables which results in a multiparametric nonlinear programming (mp-NLP) problem, which is solved by outer-approximating the nonlinear funct...read more
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On-line optimization via off-line parametric optimization tools
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A multiparametric programming approach for mixed-integer quadratic engineering problems
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References
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TL;DR: A superstructure that has embedded many potential configurations of utility systems is proposed, as well as its corresponding mixed-integer programming model, for performing structural and parameter optimization in the synthesis of processing systems.
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Effective Continuous-Time Formulation for Short-Term Scheduling. 1. Multipurpose Batch Processes
TL;DR: In this paper, the authors presented a mathematical formulation for short-term scheduling of batch plants based on a continuous time representation and results in a mixed integer linear programming (MILP) problem.