IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v56y2013i3p939-956.html
   My bibliography  Save this article

Large-scale standard pooling problems with constrained pools and fixed demands

Author

Listed:
  • Manuel Ruiz
  • Olivier Briant
  • Jean-Maurice Clochard
  • Bernard Penz

Abstract

We present a new variant of the standard pooling problem in which demands are fixed and there are specific constraints on the intermediate pool. We propose a new formulation composed of proportion-flow variables, and we design an exact branch and bound algorithm by combining existing algorithms. Difficult instances have been generated to demonstrate the efficiency of our method, and our results are compared with those of Couenne, a generic MINLP solver. Copyright Springer Science+Business Media, LLC. 2013

Suggested Citation

  • Manuel Ruiz & Olivier Briant & Jean-Maurice Clochard & Bernard Penz, 2013. "Large-scale standard pooling problems with constrained pools and fixed demands," Journal of Global Optimization, Springer, vol. 56(3), pages 939-956, July.
  • Handle: RePEc:spr:jglopt:v:56:y:2013:i:3:p:939-956
    DOI: 10.1007/s10898-012-9869-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10898-012-9869-4
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s10898-012-9869-4?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Le An & Pham Tao, 2005. "The DC (Difference of Convex Functions) Programming and DCA Revisited with DC Models of Real World Nonconvex Optimization Problems," Annals of Operations Research, Springer, vol. 133(1), pages 23-46, January.
    2. Faiz A. Al-Khayyal & James E. Falk, 1983. "Jointly Constrained Biconvex Programming," Mathematics of Operations Research, INFORMS, vol. 8(2), pages 273-286, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Akshay Gupte & Shabbir Ahmed & Santanu S. Dey & Myun Seok Cheon, 2017. "Relaxations and discretizations for the pooling problem," Journal of Global Optimization, Springer, vol. 67(3), pages 631-669, March.
    2. Boukouvala, Fani & Misener, Ruth & Floudas, Christodoulos A., 2016. "Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO," European Journal of Operational Research, Elsevier, vol. 252(3), pages 701-727.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. J. X. Cruz Neto & P. R. Oliveira & A. Soubeyran & J. C. O. Souza, 2020. "A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem," Annals of Operations Research, Springer, vol. 289(2), pages 313-339, June.
    2. M. Bierlaire & M. Thémans & N. Zufferey, 2010. "A Heuristic for Nonlinear Global Optimization," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 59-70, February.
    3. N. V. Thoai, 2000. "Duality Bound Method for the General Quadratic Programming Problem with Quadratic Constraints," Journal of Optimization Theory and Applications, Springer, vol. 107(2), pages 331-354, November.
    4. Bai, Jushan & Liao, Yuan, 2016. "Efficient estimation of approximate factor models via penalized maximum likelihood," Journal of Econometrics, Elsevier, vol. 191(1), pages 1-18.
    5. William Haskell & J. Shanthikumar & Z. Shen, 2013. "Optimization with a class of multivariate integral stochastic order constraints," Annals of Operations Research, Springer, vol. 206(1), pages 147-162, July.
    6. Evrim Dalkiran & Hanif Sherali, 2013. "Theoretical filtering of RLT bound-factor constraints for solving polynomial programming problems to global optimality," Journal of Global Optimization, Springer, vol. 57(4), pages 1147-1172, December.
    7. Jean-Paul Penot, 2011. "The directional subdifferential of the difference of two convex functions," Journal of Global Optimization, Springer, vol. 49(3), pages 505-519, March.
    8. Gabriele Eichfelder & Peter Kirst & Laura Meng & Oliver Stein, 2021. "A general branch-and-bound framework for continuous global multiobjective optimization," Journal of Global Optimization, Springer, vol. 80(1), pages 195-227, May.
    9. Sonia Cafieri & Jon Lee & Leo Liberti, 2010. "On convex relaxations of quadrilinear terms," Journal of Global Optimization, Springer, vol. 47(4), pages 661-685, August.
    10. Tao Pham Dinh & Nam Nguyen Canh & Hoai Le Thi, 2010. "An efficient combined DCA and B&B using DC/SDP relaxation for globally solving binary quadratic programs," Journal of Global Optimization, Springer, vol. 48(4), pages 595-632, December.
    11. Keith Zorn & Nikolaos Sahinidis, 2014. "Global optimization of general nonconvex problems with intermediate polynomial substructures," Journal of Global Optimization, Springer, vol. 59(2), pages 673-693, July.
    12. Tsao, Yu-Chung & Lu, Jye-Chyi & An, Na & Al-Khayyal, Faiz & Lu, Richard W. & Han, Guanghua, 2014. "Retailer shelf-space management with trade allowance: A Stackelberg game between retailer and manufacturers," International Journal of Production Economics, Elsevier, vol. 148(C), pages 133-144.
    13. Al-Khayyal, Faiz & Hwang, Seung-June, 2007. "Inventory constrained maritime routing and scheduling for multi-commodity liquid bulk, Part I: Applications and model," European Journal of Operational Research, Elsevier, vol. 176(1), pages 106-130, January.
    14. Stefan Sremac & Fei Wang & Henry Wolkowicz & Lucas Pettersson, 2019. "Noisy Euclidean distance matrix completion with a single missing node," Journal of Global Optimization, Springer, vol. 75(4), pages 973-1002, December.
    15. Hoai Le Thi & Tao Pham Dinh, 2011. "On solving Linear Complementarity Problems by DC programming and DCA," Computational Optimization and Applications, Springer, vol. 50(3), pages 507-524, December.
    16. Hoai An Le Thi & Mahdi Moeini, 2014. "Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm," Journal of Optimization Theory and Applications, Springer, vol. 161(1), pages 199-224, April.
    17. Hoai An Le Thi & Manh Cuong Nguyen, 2017. "DCA based algorithms for feature selection in multi-class support vector machine," Annals of Operations Research, Springer, vol. 249(1), pages 273-300, February.
    18. Manlio Gaudioso & Giovanni Giallombardo & Giovanna Miglionico, 2023. "Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines," Computational Optimization and Applications, Springer, vol. 86(2), pages 745-766, November.
    19. Xiang Zhang & Yichao Wu & Lan Wang & Runze Li, 2016. "Variable selection for support vector machines in moderately high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 53-76, January.
    20. Manlio Gaudioso & Giovanni Giallombardo & Giovanna Miglionico, 2015. "Optimal Replenishment Order Placement in a Finite Time Horizon," Journal of Optimization Theory and Applications, Springer, vol. 164(3), pages 1078-1089, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:56:y:2013:i:3:p:939-956. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.