Robust optimization for the pooling problem

Johannes Wiebe, Inês Cecílio, Ruth Misener
2019 Industrial & Engineering Chemistry Research  
The pooling problem has applications, e.g., in petrochemical refining, water networks, and supply chains and is widely studied in global optimization. To date, it has largely been treated deterministically, neglecting the influence of parametric uncertainty. This paper applies two robust optimization approaches, reformulation and cutting planes, to the non-linear, non-convex pooling problem. Most applications of robust optimization have been either convex or mixed-integer linear problems. We
more » ... lore the suitability of robust optimization in the context of global optimization problems which are concave in the uncertain parameters by considering the pooling problem with uncertain inlet concentrations. We compare the computational efficiency of reformulation and cutting plane approaches for three commonly-used uncertainty set geometries on 14 pooling problem instances and demonstrate how accounting for uncertainty changes the optimal solution.
doi:10.1021/acs.iecr.9b01772 fatcat:tdefzfusnnemleapadup2j5p34