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dc.contributor.authorD'Ambrosio, Claudioen_US
dc.contributor.authorLinderoth, Jeffen_US
dc.contributor.authorLuedtke, Jamesen_US
dc.description.abstractThe 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.en_US
dc.publisherUniversity of Wisconsin-Madison Department of Computer Sciencesen_US
dc.titleValid Inequalities for the Pooling Problem with Binary Variablesen_US
dc.typeTechnical Reporten_US

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  • CS Technical Reports
    Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison

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