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Comparison of Discrete and Continuous Models for the Pooling Problem

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dc.contributor.author Alfaki, Mohammed eng
dc.contributor.author Haugland, Dag eng
dc.date.accessioned 2012-06-15T07:58:11Z
dc.date.available 2012-06-15T07:58:11Z
dc.date.issued 2011 eng
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.identifier.uri http://hdl.handle.net/1956/5848
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. eng
dc.language.iso eng eng
dc.publisher Dagstuhl Publishing eng
dc.relation.ispartof <a href="http://hdl.handle.net/1956/5847" 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 eng
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/ eng
dc.subject Global Optimization eng
dc.subject Industrial Optimization eng
dc.subject Graphs and Networks eng
dc.subject Pooling Problem eng
dc.title Comparison of Discrete and Continuous Models for the Pooling Problem en
dc.type Chapter eng
dc.type Peer reviewed eng
dc.subject.nsi VDP::Mathematics and natural science: 400::Information and communication science: 420 eng
dc.type.version publishedVersion eng
bora.peerreviewed Peer reviewed eng
bibo.doi http://dx.doi.org/10.4230/OASIcs.ATMOS.2011.112 eng
dc.identifier.doi http://dx.doi.org/10.4230/OASIcs.ATMOS.2011.112


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Copyright Mohammed Alfaki and Dag Haugland; licensed under Creative Commons License NC-ND Except where otherwise noted, this item's license is described as Copyright Mohammed Alfaki and Dag Haugland; licensed under Creative Commons License NC-ND

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