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Preprocessing algorithm and tightening constraints for multiperiod blend scheduling: cost minimization

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  • Yifu Chen

    (University of Wisconsin-Madison)

  • Christos T. Maravelias

    (University of Wisconsin-Madison)

Abstract

While a range of models have been proposed for the multiperiod blend scheduling problem (MBSP), solving even medium-size MBSP instances remains challenging due to the presence of bilinear terms and binary variables. To address this challenge, we develop solution methods for MBSP focusing on the cost minimization objective. We develop a novel preprocessing algorithm to calculate lower bounds on stream flows. We define product dedicated flow variables to address product specific features involved in MBSP. Bounds on stream flows and new product dedicated flow variables are then used to generate tightening constraints which significantly improve the solution time of the mixed integer nonlinear programming models as well as models based on linear approximations.

Suggested Citation

  • Yifu Chen & Christos T. Maravelias, 2020. "Preprocessing algorithm and tightening constraints for multiperiod blend scheduling: cost minimization," Journal of Global Optimization, Springer, vol. 77(3), pages 603-625, July.
  • Handle: RePEc:spr:jglopt:v:77:y:2020:i:3:d:10.1007_s10898-020-00882-3
    DOI: 10.1007/s10898-020-00882-3
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    References listed on IDEAS

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    Cited by:

    1. Yifu Chen & Christos T. Maravelias, 2022. "Variable Bound Tightening and Valid Constraints for Multiperiod Blending," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2073-2090, July.

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