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Approximate multi-parametric programming based B&B algorithm for MINLPs

Gueddar, T; Dua, V; (2012) Approximate multi-parametric programming based B&B algorithm for MINLPs. Computers & Chemical Engineering , 42 288 - 297. 10.1016/j.compchemeng.2012.03.001. Green open access

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Abstract

In this work an improved B&B algorithm for MINLPs is proposed. The basic idea of the proposed algorithm is to treat binary variables as parameters and obtain the solution of the resulting multi-parametric NLP (mp-NLP) as a function of the binary variables, relaxed as continuous variables, at the root node of the search tree. It is recognized that solving the mp-NLP at the root node can be more computationally expensive than exhaustively enumerating all the terminal nodes of the tree. Therefore, only a local approximate parametric solution, and not a complete map of the parametric solution, is obtained and it is then used to guide the search in the tree.

Type: Article
Title: Approximate multi-parametric programming based B&B algorithm for MINLPs
Open access status: An open access version is available from UCL Discovery
DOI: 10.1016/j.compchemeng.2012.03.001
Publisher version: http://dx.doi.org/10.1016/j.compchemeng.2012.03.00...
Language: English
Additional information: This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
Keywords: Parametric programming, Branch & Bound, MINLP
UCL classification: UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Chemical Engineering
URI: http://discovery.ucl.ac.uk/id/eprint/1361927
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