Bergen Open Research Archive

Comparison of Discrete and Continuous Models for the Pooling Problem

Bergen Open Research Archive

Show simple item record Alfaki, Mohammed Haugland, Dag 2012-06-15T07:58:11Z 2012-06-15T07:58:11Z 2011
dc.identifier.citation In: A. Caprara and S. Kontogiannis (Eds.), 11th Workshop on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (Vol. 20, pp. 112–121). OpenAccess Series in Informatics (OASIcs). en
dc.description.abstract The pooling problem is an important global optimization problem which is encountered in many industrial settings. It is traditionally modeled as a bilinear, nonconvex optimization problem, and solved by branch-and-bound algorithms where the subproblems are convex. In some industrial applications, for instance in pipeline transportation of natural gas, a different modeling approach is often made. Rather than defining it as a bilinear problem, the range of qualities is discretized, and the complicating constraints are replaced by linear ones involving integer variables. Consequently, the pooling problem is approximated by a mixed-integer programming problem. With a coarse discretization, this approach represents a saving in computational effort, but may also lead to less accurate modeling. Justified guidelines for choosing between a bilinear and a discrete model seem to be scarce in the pooling problem literature. In the present work, we study discretized versions of models that have been proved to work well when formulated as bilinear programs. Through extensive numerical experiments, we compare the discrete models to their continuous ancestors. In particular, we study how the level of discretization must be chosen if a discrete model is going to be competitive in both running time and accuracy. en
dc.description.sponsorship This research was sponsored by the Norwegian Research Council, Gassco, and Statoil under contract 175967/S30. en
dc.language.iso eng en
dc.publisher Dagstuhl Publishing en
dc.relation.ispartof <a href="" target="blank">Models and Solution Methods for the Pooling Problem</a>
dc.rights Copyright Mohammed Alfaki and Dag Haugland; licensed under Creative Commons License NC-ND en
dc.subject Global Optimization en
dc.subject Industrial Optimization en
dc.subject Graphs and Networks en
dc.subject Pooling Problem en
dc.title Comparison of Discrete and Continuous Models for the Pooling Problem en
dc.type Chapter en
dc.type Peer reviewed en
dc.subject.nsi VDP::Mathematics and natural science: 400::Information and communication science: 420 en
dc.type.version publishedVersion en

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