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Multimodality analysis of a class of multistage allocation problems

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Abstract

Multiple optimum solutions of a multistage allocation problem, well-known to chemical engineers, are analyzed. The number of local optima becomes greater with a decrease in the initial-condition value of the first stage or with an increase in the total stage number. The fact that this behavior is closely related to the flat portion of the profile of a curvef(x), which determines the objective function, is revealed. A construction method by Aris is used to give an excellent insight into this behavior. Moreover, the construction curves ensure that all stationary points are found. Finally, a theorem to discriminate local optima from stationary points, without evaluating second-order derivatives, is presented.

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Communicated by R. Jackson

The authors would like to thank Dr. I. Hashimoto and Dr. H. Nishitani for valuable discussions. Computations were carried out with the assistance of Messrs. H. Unno, H. Nakano, Y. Era, and Y. Ueno. The authors are indebted to the computing centers of Osaka University, Kyoto University, and Nagoya University for the use of their facilities.

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Oi, K., Sayama, H. & Takamatsu, T. Multimodality analysis of a class of multistage allocation problems. J Optim Theory Appl 25, 33–48 (1978). https://doi.org/10.1007/BF00933253

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