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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/6679

Title: Pooling problem: Alternate formulations and solution methods
Authors: Audet, C
Brimberg, J
Hansen, P
Le Digabel, S
Mladenović, N
Keywords: Pooling problem
Bilinear programming
Branch-and-cut
Heuristics
Variable neighborhood search
Publication Date: 2004
Publisher: INFORMS
Citation: Management Science, 50(6): 761 - 776, Jun 2004
Abstract: The pooling problem, which is fundamental to the petroleum industry, describes a situation in which products possessing different attribute qualities are mixed in a series of pools in such a way that the attribute qualities of the blended products of the end pools must satisfy given requirements. It is well known that the pooling problem can be modeled through bilinear and nonconvex quadratic programming. In this paper, we investigate how best to apply a new branch-and-cut quadratic programming algorithm to solve the pooling problem. To this effect, we consider two standard models: One is based primarily on flow variables, and the other relies on the proportion. of flows entering pools. A hybrid of these two models is proposed for general pooling problems. Comparison of the computational properties of flow and proportion models is made on several problem instances taken from the literature. Moreover, a simple alternating procedure and a variable neighborhood search heuristic are developed to solve large instances and compared with the well-known method of successive linear programming. Solution of difficult test problems from the literature is substantially accelerated, and larger ones are solved exactly or approximately.
Description: Copyright @ 2004 INFORMS
Sponsorship: This project was funded by Ultramar Canada and Luc Massé. The work of C. Audet was supported by NSERC (Natural Sciences and Engineering Research Council) fellowship PDF-207432-1998 and by CRPC (Center for Research on Parallel Computation). The work of J. Brimberg was supported by NSERC grant #OGP205041. The work of P. Hansen was supported by FCAR(Fonds pour la Formation des Chercheurs et l’Aide à la Recherche) grant #95ER1048, and NSERC grant #GP0105574.
URI: http://mansci.journal.informs.org/content/50/6/761.short
http://bura.brunel.ac.uk/handle/2438/6679
DOI: http://dx.doi.org/10.1287/mnsc.1030.0207
ISSN: 0025-1909
Appears in Collections:Mathematics
Information Systems and Computing
School of Information Systems, Computing and Mathematics Research Papers
Publications

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