Convex Nonlinear Relaxations of the Pooling Problem

Resumen:
We investigate relaxations for the non-convex pooling problem, which arises in production planning problems in which products with are mixed in intermediate “pools” in order to meet quality targets at their destinations. We derive valid nonlinear convex inequalities, which we conjecture define the convex hull of this continuous non-convex set for some special cases. Numerical illustrations of the results will be presented.

Posted on Aug 12, 2015 in Optimization and Equilibrium, Seminars