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An outer-approximation algorithm for the solution of multiparametric MINLP problems

Dua, V; Pistikopoulos, EN; (1998) An outer-approximation algorithm for the solution of multiparametric MINLP problems. In: COMPUTERS & CHEMICAL ENGINEERING. (pp. S955 - S958). PERGAMON-ELSEVIER SCIENCE LTD

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Abstract

Process synthesis problems involving uncertainty can be mathematically represented as multiparametric mixed integer nonlinear programming(mp-MINLP) models. In this paper, we present an outer-approximation algorithm for the solution of such mp-MINLPs, described by convex process models, linear in the vectors of binary variables and uncertain parameters. The algorithm follows decomposition principles, i.e., constructing a converging sequence of valid upper and lower bounds through the solution of parametric primal and master subproblems. The solution is characterized in different sub-domains of the uncertain parameter space by (i) linear parametric profiles, and (ii) the corresponding integer solutions. (C) 1998 Elsevier Science Ltd. All rights reserved.

Type: Proceedings paper
Title: An outer-approximation algorithm for the solution of multiparametric MINLP problems
Event: European Symposium on Computer Aided Process Engineering (ESCAPE 8)
Location: BRUGGE, BELGIUM
Dates: 1998-05-24 - 1998-05-27
Keywords: process synthesis, uncertainty, mixed integer nonlinear programming, parametric optimization, SENSITIVITY ANALYSIS, OPTIMIZATION, FLOWSHEETS, STRATEGY
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/69757
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