Valid Inequalities for the Pooling Problem with Binary Variables

File(s)
Date
2010Author
D'Ambrosio, Claudio
Linderoth, Jeff
Luedtke, James
Publisher
University of Wisconsin-Madison Department of Computer Sciences
Metadata
Show full item recordAbstract
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.
Permanent Link
http://digital.library.wisc.edu/1793/60722Type
Technical Report
Citation
TR1682