Abstract

Most industrial optimization problems are sparse and can be formulated as block-separable mixed-integer nonlinear programming (MINLP) problems, defined by linking low-dimensional sub-problems by (linear) coupling constraints. This paper investigates the potential of using decomposition and a novel multiobjective-based column and cut generation approach for solving nonconvex block-separable MINLPs, based on the so-called resource-constrained reformulation. Based on this approach, two decomposition-based inner- and outer-refinement algorithms are presented and preliminary numerical results with nonconvex MINLP instances are reported.

Highlights

  • Most real-world Mixed Integer Nonlinear Programming (MINLP) models are sparse, e.g. instances of the MINLPLib (Vigerske 2018)

  • We investigate the potential of this approach combining them with Decomposition-based Inner- and Outer-Refinement (DIOR), see Nowak et al (2018)

  • MINLP is a strong paradigm for modelling practical optimization problems

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Summary

Introduction

Most real-world Mixed Integer Nonlinear Programming (MINLP) models are sparse, e.g. instances of the MINLPLib (Vigerske 2018). These models can be reformulated as block-separable problems, defined by low-dimensional sub-problems, which are coupled by a moderate number of linear global constraints. We investigate the potential of solving block-separable MINLPs using a decomposition multi-tree approach

Global optimization and decomposition methods
Lagrangian decomposition
Alternating direction methods
Multi‐tree decomposition methods
Investigating potential of decomposition multi‐tree approaches
Problem formulation and reformulations
Resource‐constrained reformulation
Multi‐objective reformulation
Reducing the dimension of the resources
Supported nondominated points
Inner approximation
Initializing LP‐IA
A column generation algorithm
A DIOR algorithm for computing an outer MIP approximation
Outer LP approximation
Outer MIP approximation
Pareto line search
DIOR using Pareto line search
A DIOR algorithm for computing an inner MIP approximation
Inner MIP approximation
Computing inner disjunctive cuts
DIOR using an inner MIP approximation
Numerical results
Experiment with DIOR1
Experiments with DIOR2
Conclusions
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