The pooling problem consists of finding the optimal quantity of final products to obtain by blending different compositions of raw materials in pools. Bilinear terms are required to model the quality of products in the pools, making the pooling problem a non-convex continuous optimization problem. In this paper we study a generalization of the standard pooling problem where binary variables are used to model fixed costs associated with using a raw material in a pool. We derive four classes of strong valid inequalities for the problem and demonstrate that the inequalities dominate classic flow cover inequalities. The inequalities can be separated in polynomial time. Computational results are reported that demonstrate the utility of the inequalities when used in a global optimization solver. © 2011 Springer-Verlag.
CITATION STYLE
D’Ambrosio, C., Linderoth, J., & Luedtke, J. (2011). Valid inequalities for the pooling problem with binary variables. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 6655 LNCS, pp. 117–129). https://doi.org/10.1007/978-3-642-20807-2_10
Mendeley helps you to discover research relevant for your work.