(78f) Large-Scale Global Optimization of Generalized and Extended Pooling Problems: Methods and Computational Tools

Misener, R. - Presenter, Princeton University
Thompson, J. P. - Presenter, Princeton University
Floudas, C. A. - Presenter, Princeton University

The pooling problem, an optimization challenge of maximizing profit subject product availability, storage capacity, demand, and product specification constraints, has applications to petroleum refining, wastewater treatment, supply-chain operations, and communications [10]. Our recent work globally optimized two classes of pooling problems: (i) a generalized pooling problem that treats the network topology as a decision variable [11] and (ii) an extended pooling problem that incorporates the Environmental Protection Agency (EPA) Title 40 Code of Federal Regulations Part 80.45: Complex Emissions Model into the constraint set [12]. After separately studying these two pooling problem instantiations, we have unified our work by developing APOGEE (Algorithms for Pooling-problem Optimization in GEneral and Extended classes), a generic computational tool that globally optimizes standard, generalized, and extended pooling problems.

The generalized pooling problem increases the complexity of the pooling problem by transforming the network topology into a decision variable [1, 9, 11]. Choosing the interconnections between process units and storage tanks, or pools, is combinatorially complex. Because the activation or deactivation of each pipe or intermediate node is a discrete decision and the linear mixing at the intermediate nodes leads to bilinear terms, the generalized pooling problem is a mixed-integer nonconvex program (nonconvex MINLP) with quadratic equalities and inequalities which exhibits multiple locally optimal solutions. The major challenge in this problem is developing of rigorous global optimization methods that address large scale problems to global optimality.

We revisited the generalized pooling problem test cases of Meyer and Floudas [9, 11]. These test cases posit a set of wastewater sources containing regulated qualities that must be treated before release into the environment [2]. Representing the challenges that industry faces, we then considered as many as twenty treatment options and allowed the possibility of interconnections between all the treatment plants. We exploited recent advances in piecewise-linear underestimation of bilinear terms [3, 5, 6, 7, 9, 13, 14, 17] within a branch-and-bound algorithm and globally optimized these test cases.

The extended pooling problem is a mixed-integer nonlinear model (MINLP) that appends the Environmental Protection Agency (EPA) Title 40 Code of Federal Regulations Part 80.45: Complex Emissions Model and associated legislative constraints to a standard pooling problem. The goal is to comply with reformulated gasoline standards while maximizing profitability. After constructing a mixed-integer nonlinear model (MINLP) of the extended pooling problem [12], with nonconvex constraints including bilinear, multilinear, exponential, and power law terms [4], we developed a linear relaxation of the MINLP using piecewise-linear [3, 5, 6, 7, 9, 13, 14, 17] and edge-concave [8, 15, 16] relaxations. We integrated these relaxations into a branch-and-bound algorithm and solved several test cases to global optimality.

Finally, we present recent developments on the computational platform and software package APOGEE that globally optimizes all classes of pooling problems. We have integrated our computational studies on piecewise-linear and edge-concave underestimators with our modeling experience on the standard, generalized, and extended pooling problems to generically address all three classes of pooling problems. We describe APOGEE and demonstrate its performance on all three classes of pooling problems.

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