Robust optimization for the pooling problem
File(s)1906.07612v1.pdf (450.34 KB)
Accepted version
Author(s)
Wiebe, Johannes
Cecílio, Inês
Misener, Ruth
Type
Journal Article
Abstract
The pooling problem has applications, e.g., in petrochemical refining, water networks, and supply chains and is widely studied in global optimization. To date, it has largely been treated deterministically, neglecting the influence of parametric uncertainty. This paper applies two robust optimization approaches, reformulation and cutting planes, to the non-linear, non-convex pooling problem. Most applications of robust optimization have been either convex or mixed-integer linear problems. We explore the suitability of robust optimization in the context of global optimization problems which are concave in the uncertain parameters by considering the pooling problem with uncertain inlet concentrations. We compare the computational efficiency of reformulation and cutting plane approaches for three commonly-used uncertainty set geometries on 14 pooling problem instances and demonstrate how accounting for uncertainty changes the optimal solution.
Date Issued
2019-07-17
Date Acceptance
2019-06-14
Citation
Industrial & Engineering Chemistry Research, 2019, 58 (28), pp.12712-12722
ISSN
0888-5885
Publisher
American Chemical Society
Start Page
12712
End Page
12722
Journal / Book Title
Industrial & Engineering Chemistry Research
Volume
58
Issue
28
Copyright Statement
© 2019 American Chemical Society. This document is the Accepted Manuscript version of a Published Work that appeared in final form in Industrial & Engineering Chemistry Research, after peer review and technical editing by the publisher. To access the final edited and published work see https://doi.org/10.1021/acs.iecr.9b01772.
Sponsor
Engineering and Physical Sciences Research Council
Grant Number
EP/P016871/1
Subjects
Science & Technology
Technology
Engineering, Chemical
Engineering
GLOBAL OPTIMIZATION
GENERALIZED SEMIINFINITE
APPROXIMATION
FORMULATIONS
CONSTRAINTS
ALGORITHM
PROGRAMS
DUALITY
SAFETY
math.OC
math.OC
Chemical Engineering
09 Engineering
03 Chemical Sciences
Publication Status
Published
Date Publish Online
2019-06-14