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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Main Authors: Mohammad Nasir Yarahmadi, Seyyed Ali MirHassani, Farnaz Hooshmand
Format: Article
Language:English
Published: Amirkabir University of Technology 2025-02-01
Series:AUT Journal of Mathematics and Computing
Subjects:
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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