logmip: a disjunctive 0–1 non-linear optimizer for process system models

Discrete-continuous non-linear optimization models are frequently used to formulate problems in process system engineering. Major modeling alternatives and solution algorithms include generalized disjunctive programming and mixed integer non-linear programming (MINLP). Both have advantages and drawb...

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Vydáno v:Computers & chemical engineering Ročník 23; číslo 4; s. 555 - 565
Hlavní autoři: Vecchietti, Aldo, E. Grossmann, Ignacio
Médium: Journal Article
Jazyk:angličtina
Vydáno: Elsevier Ltd 01.05.1999
ISSN:0098-1354, 1873-4375
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Shrnutí:Discrete-continuous non-linear optimization models are frequently used to formulate problems in process system engineering. Major modeling alternatives and solution algorithms include generalized disjunctive programming and mixed integer non-linear programming (MINLP). Both have advantages and drawbacks depending on the problem they are dealing with. In this work, we describe the theory behind logmip, a new computer code for disjunctive programming and MINLP. We discuss a hybrid modeling framework that combines both approaches, allowing binary variables and disjunctions for expressing discrete choices. An extension of the logic-based outer approximation (OA) algorithm has been implemented to solve the proposed hybrid model. Computational experience is reported on several examples, which are solved using disjunctive, MINLP and hybrid formulations.
ISSN:0098-1354
1873-4375
DOI:10.1016/S0098-1354(98)00293-2