A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem
This paper proposes a novel relaxation technique based on the fractional representation of bilinear terms. This technique is embedded into an iterative two-step MILP-NLP algorithm based on piecewise relaxation and domain reduction strategies. To evaluate the performance of the algorithm, it is compa...
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Amirkabir University of Technology
2025-02-01
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Series: | AUT Journal of Mathematics and Computing |
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Online Access: | https://ajmc.aut.ac.ir/article_5357_2e1914f23598379310acc384c7fa0cf0.pdf |
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author | Mohammad Nasir Yarahmadi Seyyed Ali MirHassani Farnaz Hooshmand |
author_facet | Mohammad Nasir Yarahmadi Seyyed Ali MirHassani Farnaz Hooshmand |
author_sort | Mohammad Nasir Yarahmadi |
collection | DOAJ |
description | This paper proposes a novel relaxation technique based on the fractional representation of bilinear terms. This technique is embedded into an iterative two-step MILP-NLP algorithm based on piecewise relaxation and domain reduction strategies. To evaluate the performance of the algorithm, it is compared to the recently addressed iterative MILP-NLP algorithm based on piecewise McCormick relaxation techniques over a variety of instances. Our method is also applied to the crude oil scheduling problem as an application. The results confirm the efficiency of the proposed algorithm from both solution quality and running time. |
format | Article |
id | doaj-art-eaf5d052c5da4d2dba8e2174e5347056 |
institution | Kabale University |
issn | 2783-2449 2783-2287 |
language | English |
publishDate | 2025-02-01 |
publisher | Amirkabir University of Technology |
record_format | Article |
series | AUT Journal of Mathematics and Computing |
spelling | doaj-art-eaf5d052c5da4d2dba8e2174e53470562025-02-11T12:37:04ZengAmirkabir University of TechnologyAUT Journal of Mathematics and Computing2783-24492783-22872025-02-016212114210.22060/ajmc.2024.22240.11425357A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problemMohammad Nasir Yarahmadi0Seyyed Ali MirHassani1Farnaz Hooshmand2Department of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), IranDepartment of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), IranDepartment of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), IranThis paper proposes a novel relaxation technique based on the fractional representation of bilinear terms. This technique is embedded into an iterative two-step MILP-NLP algorithm based on piecewise relaxation and domain reduction strategies. To evaluate the performance of the algorithm, it is compared to the recently addressed iterative MILP-NLP algorithm based on piecewise McCormick relaxation techniques over a variety of instances. Our method is also applied to the crude oil scheduling problem as an application. The results confirm the efficiency of the proposed algorithm from both solution quality and running time.https://ajmc.aut.ac.ir/article_5357_2e1914f23598379310acc384c7fa0cf0.pdfbilinear programming problemtwo-step milp-nlp algorithmmccormick relaxationfractional representationcrude oil scheduling problem |
spellingShingle | Mohammad Nasir Yarahmadi Seyyed Ali MirHassani Farnaz Hooshmand A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem AUT Journal of Mathematics and Computing bilinear programming problem two-step milp-nlp algorithm mccormick relaxation fractional representation crude oil scheduling problem |
title | A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem |
title_full | A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem |
title_fullStr | A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem |
title_full_unstemmed | A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem |
title_short | A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem |
title_sort | new relaxation technique based on fractional representation to solve bilinear models application to the long horizon crude oil scheduling problem |
topic | bilinear programming problem two-step milp-nlp algorithm mccormick relaxation fractional representation crude oil scheduling problem |
url | https://ajmc.aut.ac.ir/article_5357_2e1914f23598379310acc384c7fa0cf0.pdf |
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