A two steps solution approach to solving large nonlinear models: application to a problem of conjunctive use

Abstract

This article describes a solution method of solving large nonlinear problems in two steps. The two steps solution approach takes advantage of handling smaller and simpler models and having better starting points to improve solution efficiency. The set of nonlinear constraints (named as complicating constraints) which makes the solution of the model rather complex and time consuming is eliminated from step one. The complicating constraints are added only in the second step so that a solution of the complete model is then found. The solution method is applied to a large-scale problem of conjunctive use of surface water and groundwater resources. The results obtained are compared with solutions determined with the direct solve of the complete model in one single step. In all examples the two steps solution approach allowed a significant reduction of the computation time. This potential gain of efficiency of the two steps solution approach can be extremely important for work in progress and it can be particularly useful for cases where the computation time would be a critical factor for having an optimized solution in due time.