A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

A. Marandi, E. de Klerk, J. Dahl

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

7 Citaten (Scopus)
57 Downloads (Pure)

Samenvatting

The bounded degree sum-of-squares (BSOS) hierarchy of Lasserre et al. (EURO J Comput Optim 1–31, 2015) constructs lower bounds for a general polynomial optimization problem with compact feasible set, by solving a sequence of semi-definite programming (SDP) problems. Lasserre, Toh, and Yang prove that these lower bounds converge to the optimal value of the original problem, under some assumptions. In this paper, we analyze the BSOS hierarchy and study its numerical performance on a specific class of bilinear programming problems, called pooling problems, that arise in the refinery and chemical process industries.
Originele taal-2Engels
Pagina's (van-tot)67-92
Aantal pagina's26
TijdschriftAnnals of Operations Research
Volume265
Nummer van het tijdschrift1
DOI's
StatusGepubliceerd - 1 jun 2018
Extern gepubliceerdJa

Vingerafdruk

Duik in de onderzoeksthema's van 'A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem'. Samen vormen ze een unieke vingerafdruk.

Citeer dit