eprintid: 10049261
rev_number: 33
eprint_status: archive
userid: 608
dir: disk0/10/04/92/61
datestamp: 2018-06-01 12:07:48
lastmod: 2021-10-04 01:03:46
status_changed: 2019-02-19 15:33:26
type: article
metadata_visibility: show
creators_name: Charitopoulos, VM
creators_name: Papageorgiou, LG
creators_name: Dua, V
title: Multi-parametric mixed integer linear programming under global uncertainty
ispublished: pub
divisions: UCL
divisions: B04
divisions: C05
divisions: F43
keywords: Optimisation under uncertainty, Multi-parametric programming, Mixed integer linear programming, Cylindrical algebraic decomposition, Grobner bases, Process scheduling
note: Copyright © 2018 The Authors. Published by Elsevier Ltd.
This is an open access article under the CC BY license. (http://creativecommons.org/licenses/by/4.0/).
abstract: Major application areas of the process systems engineering, such as hybrid control, scheduling and synthesis can be formulated as mixed integer linear programming (MILP) problems and are naturally susceptible to uncertainty. Multi-parametric programming theory forms an active field of research and has proven to provide invaluable tools for decision making under uncertainty. While uncertainty in the right-hand side (RHS) and in the objective function's coefficients (OFC) have been thoroughly studied in the literature, the case of left-hand side (LHS) uncertainty has attracted significantly less attention mainly because of the computational implications that arise in such a problem. In the present work, we propose a novel algorithm for the analytical solution of multi-parametric MILP (mp-MILP) problems under global uncertainty, i.e. RHS, OFC and LHS. The exact explicit solutions and the corresponding regions of the parametric space are computed while a number of case studies illustrates the merits of the proposed algorithm.
date: 2018-08-04
date_type: published
official_url: http://dx.doi.org/10.1016/j.compchemeng.2018.04.015
oa_status: green
full_text_type: pub
language: eng
primo: open
primo_central: open_green
verified: verified_manual
elements_id: 1558216
doi: 10.1016/j.compchemeng.2018.04.015
lyricists_name: Charitopoulos, Vasileios
lyricists_name: Dua, Vivek
lyricists_name: Papageorgiou, Lazaros
lyricists_id: VCHAR89
lyricists_id: VDUAX49
lyricists_id: LPAPA33
actors_name: Laslett, David
actors_id: DLASL34
actors_role: owner
full_text_status: public
publication: Computers and Chemical Engineering
volume: 116
pagerange: 279-295
issn: 0098-1354
citation:        Charitopoulos, VM;    Papageorgiou, LG;    Dua, V;      (2018)    Multi-parametric mixed integer linear programming under global uncertainty.                   Computers and Chemical Engineering , 116    pp. 279-295.    10.1016/j.compchemeng.2018.04.015 <https://doi.org/10.1016/j.compchemeng.2018.04.015>.       Green open access   
 
document_url: https://discovery.ucl.ac.uk/id/eprint/10049261/7/Charitopoulos%20VoR%201-s2.0-S0098135418303235-main.pdf