Imperial College London

ProfessorRuthMisener

Faculty of EngineeringDepartment of Computing

Professor in Computational Optimisation
 
 
 
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Contact

 

+44 (0)20 7594 8315r.misener Website CV

 
 
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Location

 

379Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@unpublished{Ceccon:2021,
author = {Ceccon, F and Misener, R},
publisher = {arXiv},
title = {Solving the pooling problem at scale with extensible solver GALINI},
url = {http://arxiv.org/abs/2105.01687v1},
year = {2021}
}

RIS format (EndNote, RefMan)

TY  - UNPB
AB - This paper presents a Python library to model pooling problems, a class ofnetwork flow problems with many engineering applications. The libraryautomatically generates a mixed-integer quadratically-constrained quadraticoptimization problem from a given network structure. The library additionallyuses the network structure to build 1) a convex linear relaxation of thenon-convex quadratic program and 2) a mixed-integer linear restriction of theproblem. We integrate the pooling network library with galini, an open-sourceextensible global solver for quadratic optimization. We demonstrate galini'sextensible characteristics by using the pooling library to develop two galiniplug-ins: 1) a cut generator plug-in that adds valid inequalities in the galinicut loop and 2) a primal heuristic plug-in that uses the mixed-integer linearrestriction. We test galini on large scale pooling problems and show that,thanks to the good upper bound provided by the mixed-integer linear restrictionand the good lower bounds provided by the convex relaxation, we obtainoptimality gaps that are competitive with Gurobi 9.1 on the largest probleminstances.
AU - Ceccon,F
AU - Misener,R
PB - arXiv
PY - 2021///
TI - Solving the pooling problem at scale with extensible solver GALINI
UR - http://arxiv.org/abs/2105.01687v1
UR - http://hdl.handle.net/10044/1/88597
ER -