TY - JOUR
T1 - A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem
AU - Marandi, Ahmadreza
AU - Dahl, Joachim
AU - De Klerk, Etienne
PY - 2018
Y1 - 2018
N2 - The bounded degree sum-of-squares (BSOS) hierarchy of Lasserre et al. (EURO J Comput Optim 1–31, 2015) constructs lower bounds for a general polynomial optimization problem with compact feasible set, by solving a sequence of semi-definite programming (SDP) problems. Lasserre, Toh, and Yang prove that these lower bounds converge to the optimal value of the original problem, under some assumptions. In this paper, we analyze the BSOS hierarchy and study its numerical performance on a specific class of bilinear programming problems, called pooling problems, that arise in the refinery and chemical process industries.
AB - The bounded degree sum-of-squares (BSOS) hierarchy of Lasserre et al. (EURO J Comput Optim 1–31, 2015) constructs lower bounds for a general polynomial optimization problem with compact feasible set, by solving a sequence of semi-definite programming (SDP) problems. Lasserre, Toh, and Yang prove that these lower bounds converge to the optimal value of the original problem, under some assumptions. In this paper, we analyze the BSOS hierarchy and study its numerical performance on a specific class of bilinear programming problems, called pooling problems, that arise in the refinery and chemical process industries.
KW - Bilinear optimization
KW - Pooling problem
KW - Semidefinite programming
KW - Sum-of-squares hierarchy
UR - http://www.scopus.com/inward/record.url?scp=85011691158&partnerID=8YFLogxK
UR - http://resolver.tudelft.nl/uuid:027e74dd-0f02-4d8f-bbf8-52d7f22ceb13
U2 - 10.1007/s10479-017-2407-5
DO - 10.1007/s10479-017-2407-5
M3 - Article
AN - SCOPUS:85011691158
SN - 0254-5330
VL - 265
SP - 67
EP - 92
JO - Annals of Operations Research
JF - Annals of Operations Research
ER -