AIChE Journal, Vol.58, No.8, 2336-2345, 2012
Global optimization based on subspaces elimination: Applications to generalized pooling and water management problems
A global optimization strategy based on the partition of the feasible region in boxed subspaces defined by the partition of specific variables into intervals is described. Using a valid lower bound model, we create a master problem that determines several subspaces where the global optimum may exist, disregarding the others. Each subspace is then explored using a global optimization methodology of choice. The purpose of the method is to speed up the search for a global solution by taking advantage of the fact that tighter lower bounds can be generated within each subspace. We illustrate the method using the generalized pooling problem and a water management problem, which is a bilinear problem that has proven to be difficult to solve using other methods. (C) 2011 American Institute of Chemical Engineers AIChE J, 58: 23362345, 2012