Computers & Chemical Engineering, Vol.24, No.9-10, 2125-2141, 2000
New algorithms for nonlinear generalized disjunctive programming
Generalized disjunctive programming (GDP) has been introduced recently as an alternative model to MINLP for representing discrete/continuous optimization problems. The basic idea of GDP consists of representing discrete decisions in the continuous space with disjunctions, and constraints in the discrete space with logic propositions. In this paper, we describe a new convex nonlinear relaxation of the nonlinear GDP problem that relies on the use of the convex hull of each of the disjunctions involving nonlinear inequalities. The proposed nonlinear relaxation is used to reformulate the GDP problem as a tight MINLP problem, and for deriving a branch and bound method. Properties of these methods are given, and the relation of this method with the logic based outer-approximation method is established. Numerical results are presented for problems in jobshop scheduling synthesis of process networks, optimal positioning of new products and batch process design.
Keywords:generalized disjunctive programming;branch and bound;mixed-integer nonlinear programming;nonlinear convex hull