(271e) Branch-and-Price for a Class of Mixed-Integer Nonlinear Programs
AIChE Annual Meeting
2019
2019 AIChE Annual Meeting
Computing and Systems Technology Division
In Honor of Professor Ignacio Grossmann's 70th Birthday - I (Invited Talks)
Tuesday, November 12, 2019 - 9:24am to 9:45am
We consider a class of (generally nonconvex) MINLPs whose structure makes them amenable to Dantzig-Wolfe reformulation and branch-and-price. We are particularly interested in the case where the pricing problem decomposes into smaller independent subproblems that can be efficiently solved using state-of-the-art global MINLP solvers. The feasibility of this idea has been indicated in the literature but has barely found any application. In this work, we show that many relevant problems directly fall or can be reformulated into this class of MINLPs. We present the branch-and-price algorithm, which converges to the global optimum, and comment on implementation considerations. The effectiveness of the algorithm is demonstrated in an extensive computational study considering various large-scale problems of practical relevance.