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.
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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.
| Type: | Article |
|---|---|
| Title: | Multi-parametric mixed integer linear programming under global uncertainty |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1016/j.compchemeng.2018.04.015 |
| Publisher version: | http://dx.doi.org/10.1016/j.compchemeng.2018.04.01... |
| Language: | English |
| Additional information: | 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/). |
| Keywords: | Optimisation under uncertainty, Multi-parametric programming, Mixed integer linear programming, Cylindrical algebraic decomposition, Grobner bases, Process scheduling |
| UCL classification: | UCL 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: | https://discovery.ucl.ac.uk/id/eprint/10049261 |
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