Skip to main content
Log in

Solving Planning and Design Problems in the Process Industry Using Mixed Integer and Global Optimization

  • Published:
Annals of Operations Research Aims and scope Submit manuscript

Abstract

This contribution gives an overview on the state-of-the-art and recent advances in mixed integer optimization to solve planning and design problems in the process industry. In some case studies specific aspects are stressed and the typical difficulties of real world problems are addressed.

Mixed integer linear optimization is widely used to solve supply chain planning problems. Some of the complicating features such as origin tracing and shelf life constraints are discussed in more detail. If properly done the planning models can also be used to do product and customer portfolio analysis.

We also stress the importance of multi-criteria optimization and correct modeling for optimization under uncertainty. Stochastic programming for continuous LP problems is now part of most optimization packages, and there is encouraging progress in the field of stochastic MILP and robust MILP.

Process and network design problems often lead to nonconvex mixed integer nonlinear programming models. If the time to compute the solution is not bounded, there are already a commercial solvers available which can compute the global optima of such problems within hours. If time is more restricted, then tailored solution techniques are required.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Adhya, N., M. Tawarmalani, and N.V. Sahinidis. (1999). “A Lagrangian Approach to the Pooling Problem.” Ind. Eng. Chem. Res. 38, 1956–1972.

    Article  Google Scholar 

  • Adjiman, C.S., I.P. Androulakis, and C.A. Floudas. (1998). “A Global Optimization Method, αBB, for General Twice-differentiable Constrained NLPs—II. Implementation and Computational Results.” Computers and Chemical Engineering 22, 1159–1179.

    Article  Google Scholar 

  • Adjiman, C.S., I.P. Androulakis, and C.A. Floudas. (2000). “Global Optimization of Mixed-Integer Nonlinear Problems.” AIChE J. 46, 1796–1798.

    Article  Google Scholar 

  • Adjiman, C.S., S. Dallwig, C.A. Floudas, and A. Neumaier. (1998). “A Global Optimization Method, αBB, for General Twice-differentiable Constrained NLPs—I. Theoretical Advances.” Computers and Chemical Engineering 22, 1137–1158.

    Article  Google Scholar 

  • Adjiman, C.S. and C.A. Floudas. (2001). The αBB Global Optimization Algorithm for Nonconvex Problems: An Overview. In A. Migdalas, P. Pardalos, and P. Värbrand (eds.), From Local to Global Optimization, Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 155–186. Chapter 8.

  • Ahmed, S., A.J. King, and G. Parija. (2003). “A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty.” Journal of Global Optimization 26, 3–24.

    Article  Google Scholar 

  • Alonso-Ayuso, L.F. Escudero, A. Garin, M.T. Ortuno, and G. Perez. (2003). “An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming.” Journal of Global Optimization 26, 97–124.

    Article  Google Scholar 

  • Alonso-Ayuso, L.F. Escudero, and M.T. Ortuno. (2000). “A Stochastic 0-1 Program based Approach for Air Traffic Management.” European Journal of Operations Research 120, 47–62.

  • Andrade, R., A. Lisser, N. Maculan, and G. Plateau. (2005). “BB Strategies for Stochastic Integer Programming.” In K. Spielberg and M. Guignard (eds.), Special Volume of Annals of OR: State-of-the-Art IP and MIP (Algorithms, Heuristics and Applications). Dordrecht, The Netherlands: Kluwer Academic Publishers.

  • Arellano-Garcia, H., W. Martini, M. Wendt, P. Li, and G. Wozny. (2003). Chance-constrained Batch Distillation Process Optimization under Uncertainty. In I.E. Grossmann and C.M. McDonald (eds.), Proc. 4th Intl. Conf. on Foundations of Computer-Aided Process Operations (FOCAPO), Wisconsin, OMNI Press, pp. 609–612.

  • Arellano-Garcia, H., W. Martini, M. Wendt, and G. Wozny. (2004). Robust Optimization Process Design Optimization under Uncertainty. In C.A. Floudas and R. Agrawal (eds.), Proc. 6th Intl. Conf. on Foundations of Computer-Aided Process Design (FOCAPD), Austin, TX, CACHE Corp. pp. 505–508.

  • Balasubramanian, J. and I.E. Grossmann. (2002). “A Novel Branch and Bound Algorithm for Scheduling Flowshop Plants with Uncertain Processing Times.” Comp. & Chem. Eng. 26, 41–57.

    Article  Google Scholar 

  • Balasubramanian, J. and I.E. Grossmann. (2003). “Scheduling Optimization under Uncertainty—An Alternative Approach.” Comp. & Chem. Eng. 27, 469–490.

    Article  Google Scholar 

  • Barton, P.I. and C.K. Lee. (2004). “Design of Process Operations using Hybrid Dynamic Optimization.” Computers and Chemical Engineering 28, 955–969.

    Article  Google Scholar 

  • Ben-Tal, A. and A. Nemirovski. (2000). “Robust Solutions of Linear Programming Problems Contaminated with Uncertain Data.” Mathematical Programming 88, 411–424.

    Article  Google Scholar 

  • Berning, G., M. Brandenburg, K. Gürsoy, V. Mehta, and F.-J. Tölle. (2002). “An Integrated System Solution for Supply Chain Optimization in the Chemical Process Industry.” OR Spectrum 24, 371–401.

    Article  Google Scholar 

  • Bertsimas, D. and M. Sim. (2003). “Robust Discrete Optimization and Network Flows.” Mathematical Programming Series B 98, 49–71.

    Article  Google Scholar 

  • Biegler, L.T. and I.E. Grossmann. (2004a). “Challenges and Research Issues for Product and Process Design Optimization.” In C.A. Floudas and R. Agrawal (eds.), Proc. 6th Intl. Conf. on Foundations of Computer-Aided Process Design (FOCAPD), Austin, TX, CACHE Corp. pp. 99–117.

  • Biegler, L.T. and I.E. Grossmann. (2004b). “Retrospective on Optimization.” Computers and Chemical Engineering 28, 1169–1192.

    Google Scholar 

  • Birge, J.R. (1997). “Stochastic Programming Computation and Applications.” INFORMS Journal on Computating 9, 111–133.

    Google Scholar 

  • Birge, J.R. and F.V. Louveaux. (1997). Introduction to Stochastic Programming, volume 10. New York: Springer.

    Google Scholar 

  • Brooke, A., D. Kendrick, and A. Meeraus. (1988). GAMS: A User's Guide. Redwoord City, CA: The Scientific Press.

    Google Scholar 

  • Carøe, C.C. and R. Schultz. (1999). “Dual Decomposition in Stochastic Integer Programming.” Operations Research Letters 24, 37–45.

    Article  Google Scholar 

  • Chakraborty, A., A. Malcom, R.D. Colberg, and A.A. Linninger. (2004). “Optimal Waste Reduction and Investment Planning under Uncertainty.” Computers and Chemical Engineering 28, 1145–1156.

    Article  Google Scholar 

  • Charnes, A. and W.W. Cooper. (1959). “Chance-constrained Programming.” Management Science 5, 73–79.

    Google Scholar 

  • Cheng, L., E. Subrahmanian, and A.W. Westerberg. (2003). “Design and Planning under Uncertainty: Issues on Problem Formulation and Solution.” Computers and Chemical Engineering 27, 781–801.

    Article  Google Scholar 

  • Dallwig, S., A. Neumaier, and H. Schichl. (1997). GLOPT—A Program for Constrained Global Optimization. In I.M. Bomze, T. Csendes, R. Horst, and P. Pardalos (eds.), Developments in Global Optimization, Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 19–36.

  • Dantzig, C.B. (1955). “Linear Programming under Uncertainty.” Management Science 1, 197–206.

    Google Scholar 

  • Diaz, M.S., E.P. Schulz, and J.A. Bandoni. (2004). Supply Chain Optimization: Short Term Planning and Distribution Decisions for a Petrochemical Complex. In C.A. Floudas and R. Agrawal (eds.), Proc. 6th Intl. Conf. on Foundations of Computer-Aided Process Design (FOCAPD), Austin, TX, CACHE Corp. pp. 435–446.

    Google Scholar 

  • Drud, A.S. (1994). “CONOPT—A Large-Scale GRG Code.” ORSA Journal of Computing 6(2), 207–218.

    Google Scholar 

  • Dua, V., E. Pistikopoulos, and M. Morari. Hybrid Systems Modeling, Parametric Programming, and Model Predictive Control—Impact on Process Operations. In C.A. Floudas and R. Agrawal (eds), Proc. 6th Intl. Conf. on Foundations of Computer-Aided Process Design (FOCAPD), Austin, TX, CACHE Corp. pp. 195–204.

  • Duran, M.A. and I.E. Grossmann. (1986). “An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programms.” Mathematical Programming 36, 307–339.

    Google Scholar 

  • Engell, S., A. Märkert, G. Sand, R. Schultz, and C. Schulz. (2001). “Online Scheduling of Multiproduct Batch Plants under Uncertainty.” In M. Grötschel, S.O. Krumke, and J. Rambau (eds.), Online Optimization of Large Scale Systems, Springer, Berlin, Germany, pp. 649–676.

  • Esposito, W.R. and C.A. Floudas. (2000a). “Global optimization for the parameter estimation of Differential-algebraic Systems. Ind. Eng. Chem. Res. 39(5), 1291–1310.

    Article  Google Scholar 

  • Esposito, W.R. and C.A. Floudas. (2000b). “Determistic Global Optimization in Nonlinear Optimal Control Problems.” Journal of Global Optimization 17, 97–126.

    Article  Google Scholar 

  • Fieldhouse, M. (1993). “The Pooling Problem.” In T. Ciriani and R.C. Leachman (eds.), Optimization in Industry: Mathematical Programming and Modeling Techniques in Practice, Chichester: John Wiley and Sons, pp. 223–230.

    Google Scholar 

  • Floudas, C.A. (2000a). Deterministic Global Optimization: Theory, Methods and Applications. Dordrecht, The Netherlands: Kluwer Academic Publishers.

    Google Scholar 

  • Floudas, C.A. (2000b). “Global Optimization in Design and Control of Chemical Process Systems.” J. Process Control 10, 125–134.

    Article  Google Scholar 

  • Floudas, C.A. and A. Aggarwal. (1990). “A Decomposition Approach for Global Optimum Search in the Pooling Problem.” Operations Research Journal On Computing 2(3), 225–234.

    Google Scholar 

  • Floudas, C.A., I.G. Akrotiriankis, S. Caratzoulas, C.A. Meyer, and J. Kallrath. (2004). “Global Optimization in the 21st Century: Advances and Challenges for Problems with Nonlinear Dynamics.” In A. Barbossa-Povoa and A. Motos (eds.), European Symposium on Computer-Aided Process Engineering (ESCAPE) 14, Elsevier, North-Holland, pp. 23–51.

  • Floudas, C.A., Z.H. Gümüs, and M.G. Ierapetritou. (2001). “Global Optimization in Design Under Uncertainty: Feasibility Test and Flexibility Index Problems.” Ind. Chem. Eng. Res. 40, 4267–4282.

    Article  Google Scholar 

  • Floudas, C.A. and X. Lin. (2004). “Continuous-Time versus Discrete Time Approaches for Scheduling of Chemical Processes: A Review.” Computers and Chemical Engineering, in press.

  • Floudas, C.A. and X. Lin. (2005). “Mixed Integer Linear Programming in Process Industry: Modeling, Algorithms, and Applications.” In K. Spielberg and M. Guignard (eds.), Special Volume of Annals of OR: State-of-the-Art IP and MIP (Algorithms, Heuristics and Applications). Dordrecht, The Netherlands: Kluwer Academic Publishers.

    Google Scholar 

  • Floudas, C.A. and P.M. Pardalos (eds.). (2004) Dordrecht The Netherlands: Kluwer Academic Publishers.

  • GAMS Development Corporation. (2003) GAMS—The Solver Manuals.

  • Ghildyal, V. and N.V. Sahinidis. (2001). “Solving Global Optimization Problems with BARON.” In A. Migdalas, P. M. Pardalos, and P. Värbrand (eds.), From Local to Global Optimization, Chapter 10, Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 205–230

  • Gill, P.E., W. Murray, and M.A. Saunders. (1997). “SNOPT: An SQP algorithm for large-scale constrained optimization.” Numerical analysis report 97-2, Department of Mathematics, University of California, San Diego, San Diego, La Jolla, CA.

  • Grossmann, I.E. (ed.) (1996) Global Optimization for Engineering Design. Dordrecht, The Netherlands: Kluwer Academic Publishers.

  • Grossmann, I.E. (2002). “Review of Nonlinear Mixed-Integer and Disjunctive Programming Techniques.” Optimization and Engineering 3, 227–252.

    Article  Google Scholar 

  • Grossmann, I.E. and L.T. Biegler. (2004). “II. Future Perspective on Optimization.” Computers and Chemical Engineering 28, 1193–1218.

    Article  Google Scholar 

  • Grossmann, I.E., J.A. Caballero, and H. Yeomans. (1999). “Mathematical Programming Approaches for the Synthesis of Chemical Process Systems.” Korean Journal of Chemical Engineering 68, 407–426.

    Google Scholar 

  • Grunow, M., H.-O. Günther, and M. Lehmann. (2002). Campaign Planning for Multi-stage Batch Processes in the Chemical Industry. OR Spectrum 24, 281–314.

    Article  Google Scholar 

  • Gupta, A. and C.D. Maranas. (2003). “Managing Demand Uncertainty in Supply Chain Planning.” Computers and Chemical Engineering 27, 1219–1227.

    Article  Google Scholar 

  • Gupta, A., C.D. Maranas, and C.M. McDonald. (2000). “Mid-term Supply Chain Planning under Demand Uncertainty: Customer Demand Satisfaction and Inventory Management.” Computers and Chemical Engineering 24(12), 2613–2621.

    Article  Google Scholar 

  • Halemann, K. and I.E. Grossmann. (1983). “Optimal Process Design under Uncertainty.” AICHe 43, 440.

    Google Scholar 

  • Harding, S.T. and C.A. Floudas. (1997). “Global Optimization in Multiproduct and Multipurpose Batch Design under Uncertainty.” Ind. Eng. Chem. Res. 36, 1644–1664.

    Article  Google Scholar 

  • Heipcke, S. Applications of Optimization with Xpress-MP. Dash Optimization, Blisworth, UK.

  • Henrion, R., P. Li, A. Möller, M. Steinbach, M. Wendt, and G. Wozny. (2001). “Stochastic Optimization for Chemical Processes under Uncertainty.” In M. Grötschel, S.O. Krumke, and J. Rambau (eds), Online Optimization of Large Scale Systems: Springer, Berlin, Germany, pp. 455–476.

  • Horst, R. and P.M. Pardalos (eds.) (1995). Handbook of Global Optimization. Dordrecht, The Netherlands: Kluwer Academic Publishers.

  • Horst, R., P.M. Pardalos, and N.V. Thoai. (1996). Introduction to Global Optimization. Dordrecht, The Netherlands: Kluwer Academic Publishers.

    Google Scholar 

  • Horst, R. and H. Tuy. (1996). Global Optimization: Deterministic Approaches. 3rd edn. New York: Springer.

    Google Scholar 

  • Ierapetritou, M.G. and E.N. Pistikopoulos. (1996). “Global Optimization for Stochastic Planning, Scheduling and Design Problems.” Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 231–287

    Google Scholar 

  • Jackson, J.R., I.E. Grossmann, J. Hofmann, and J. Wassick. (2003). “A Nonlinear Multiproduct Process Optimization Model for Production Planning in Multi-Plant Facilities.” In I.E. Grossmann and C.M. McDonald (eds.), Proc. 4th Intl. Conf. on Foundations of Computer-Aided Process Operations (FOCAPO), OMNI Press: Wisconsin, pp. 281–284

  • Janak, S.L., X. Lin, and C.A. Floudas. (2004). “Enhanced Continuous-Time Unit-Specific Event-Based Formulation for Short-Term Scheduling of Multipurpose Batch Processes: Resource Constraints and Mixed Storage Policies.” Ind. Chem. Eng. Res. 43, 2516–2533.

    Google Scholar 

  • Jia, Z. and M. Ierapetritou. (2004). “Efficient Short-term Scheduling of Refinery Operations based on a Continuous Time Formulation.” Computers and Chemical Engineering 28, 1001–1019.

    Article  Google Scholar 

  • Kall, P. (1976). Stochastic Linear Programming. Berlin: Springer.

    Google Scholar 

  • Kall, P. and S.W. Wallace. (1994) Stochastic Programming. Chichester: John Wiley and Sons.

    Google Scholar 

  • Kallrath, J. (1999a). “Mixed-Integer Nonlinear Programming Applications.” In T.A. Ciriani, S. Gliozzi, E.L. Johnson, and R. Tadei (eds.), Operational Research in Industry, Macmillan, Houndmills, Basingstoke, UK, pp. 42–76.

  • Kallrath, J. (1999b). “The Concept of Contiguity in Models Based on Time-Indexed Formulations.” In F. Keil, W. Mackens, H. Voss, and J. Werther (eds.), Scientific Computing in Chemical Engineering II, Berlin: Springer, pp. 330–337.

    Google Scholar 

  • Kallrath, J. (2000). “Mixed Integer Optimization in the Chemical Process Industry: Experience, Potential and Future Perspectives.” Chemical Engineering Research and Design 78(6), 809–822.

    Article  Google Scholar 

  • Kallrath, J. (2002). “Combined Strategic and Operational Planning—An MILP Success Story in Chemical Industry.” OR Spectrum 24(3), 315–341.

    Article  Google Scholar 

  • Kallrath, J. (2003a). “Combined Strategic and Operational Planning—An MILP Success Story in Chemical Industry.” In H.-O. Günther and P. van Beek (eds.), Advanced Planning and Scheduling Solutions in Process Industry, Berlin: Springer Verlag, pp. 11–42.

    Google Scholar 

  • Kallrath, J. (2003b). “Exact Computation of Global Minima of a Nonconvex Portfolio Optimization Problem.” In C.A. Floudas and P.M. Pardalos (eds.), Frontiers in Global Optimization. Kluwer Academic Publishers.

  • Kallrath, J. (2003c). “Planning and Scheduling in the Process Industry.” In H.-O. Günther and P. van Beek (eds.), Advanced Planning and Scheduling Solutions in Process Industry, Springer Verlag, Berlin, pp. 11–42.

    Google Scholar 

  • Kallrath, J. (ed.) (2004). Modeling Languages in Mathematical Optimization. Dordrecht, The Netherlands: Kluwer Academic Publisher.

    Google Scholar 

  • Kallrath, J. and J.M. Wilson. (1997). Business Optimisation Using Mathematical Programming. Macmillan, Houndmills, Basingstoke, UK.

  • Kearfott, R.B. (1996). Rigorous Global Search: Continuous Problems. Dordrecht, The Netherlands: Kluwer Academic Publishers.

    Google Scholar 

  • Klein-Haneveld, W.K. and M.H. (1999). “van der Vlerk.” Stochastic Integer Programming: General Models and Algorithms. Annals of Operational Research 85, 39–57.

  • Lee, S. and I.E. Grossmann. (2001). “A Global Optimization Algorithm for Nonconvex Generalized Disjunctive Programming and Applications in to Process Systems.” Comp. & Chem. Eng. 25, 1675–1697.

    Article  Google Scholar 

  • Lee, S. and I.E. Grossmann. (2003). “Global Optimization of Nonlinear Generalized Disjunctive Programming with Bilinear Equality Constraints: Applications to Process Networks.” Comp. & Chem. Eng. 27, 1557–1575.

    Article  Google Scholar 

  • Lee, S. and I.E. Grossmann. (2005). “Logic-based Modeling and Solution of Nonlinear Discrete/Continuous Optimization Problems.” In K. Spielberg and M. Guignard (eds.), Special Volume of Annals of OR: State-of-the-Art IP and MIP (Algorithms, Heuristics and Applications). Dordrecht, The Netherlands: Kluwer Academic Publishers.

    Google Scholar 

  • Lee, Y.M. and E.J. Chen. (2002). “BASF Uses a Framework for Developing Web-Based-Production-Planning Tools.” Interfaces 32(6), 15–24.

    Article  Google Scholar 

  • Lin, X., C.A. Floudas, and J. Kallrath. (2004). “Global Solution Approaches for Nonconvex MINLP Problems in Product Portfolio Optimization.” Journal of Global Optimization, in press.

  • Lin, X., S.L. Janak, and C.A. Floudas. (2004). “A New Robust Optimization Approach for Scheduling under Uncertainty—I. Bounded Uncertainty.” Computers and Chemical Engineering 28, 1069–1085.

    Article  Google Scholar 

  • Lucas, C., S.A. MirHassani, G. Mitra, and C.A. Poojari. (2001). “An Application of Lagrangian Relaxation to a Capacity Planning Problem under Uncertainty.” Journal of OR Society 52, 1256–1266.

    Google Scholar 

  • Méndez, C.A. and J. Cerdá. (2002). “An MILP-based Approach to the Short-term Scheduling of Make-and-Pack Continuous Production Plants.” OR Spectrum 24, 403–429.

    Article  Google Scholar 

  • Meyn, S.P. (2002). “Stability, performance evaluation, and optimization.” In Handbook of Markov Decision Processes, volume 40 of Internat. Ser. Oper. Res. Management Sci., Boston, MA. Kluwer Acad. Publ. pp. 305–346.

  • MirHassani, S.A., C. Lucas, G. Mitra, and C.A. Poojariand. (2000). “Computational Solutions to Capacity Planning under Uncertainty.” Parallel Computing Journal 26, 511–538.

    Article  Google Scholar 

  • Mitra, G., C. Poojari, and S. Sen. (2004). “Strategic and Tactical Planning Models for Supply Chain: An Application of Stochastic Mixed Integer Programming.” In I. Aardal, G.L. Nemhauser, and R. Weismantel (eds.), Handbook of Discrete Optimization. North-Holland: Elsevier.

    Google Scholar 

  • Moles, C.G., G. Gutierrez, A.A. Alonso, and J.R. Banga. (2003). “Integrated Process Design and Control via Global Optimization.” I. Chem. E. 81, 507–517.

    Article  Google Scholar 

  • Nemhauser, G.L. and L.A. Wolsey. (1988). Integer and Combinatorial Optimization. New York: John Wiley and Sons.

    Google Scholar 

  • Nowak, I. (2004). “Lagrangian Decomposition of Block-separable Mixed-integer All-quadratic Programs.” Mathematical Programming Series A, online first:1–18.

  • Nowak, I. (2004). Relaxation and Decomposition Methods for Mixed Integer Nonlinear Programming. Habilitationsschrift, Humboldt Universität zu Berlin, Institut für Ma-the-matik, Rudower Chaussee 25, D-10099 Berlin, Germany.

  • Orçun, S., I.K. Altinel, and O. Hortaçsu. (1996). “Scheduling of Batch Processes with Operational Uncertainties.” Comp. & Chem. Eng. 20, S1215–S1220.

    Article  Google Scholar 

  • Papamichail, I. and C.S. Adjiman. (2004). “Global Optimization of Dynamic Systems.” Computers and Chemical Engineering 28, 403–415.

    Article  Google Scholar 

  • Pintér, J.D. (1999). LGO—A Model Development System for Continuous Global Optimization. User's Guide. Pintér Consulting Services, Halifax, NS, Canada.

  • Pistikopoulos, E. and M. Ierapetritou. (1995). “A Novel Approach for Optimal Process Design under Uncertainty.” Computers and Chemical Engineering 19, 1089–1110.

    Article  Google Scholar 

  • Prékopa, A. (1995). Stochastic Programming. Dordrecht, The Netherlands: Kluwer Academic Publishers.

    Google Scholar 

  • Rommelfanger, H. (1993). Fuzzy Decision Support-Systeme—Entscheiden bei Unschärfe. 2nd edn., Springer, -Heidelberg.

    Google Scholar 

  • Ruszczyński, A. and A. Shapiro. (2003). Stochastic Programming, volume 10 of Handbooks in Operations Research and Management Science. Elsevier, North-Holland.

  • Ryu, J.-H., V. Dua, and E.N. Pistikopoulos. (2004). “A Bilevel Programming Framework for Enterprise-Wide Process Networks under Uncertainty.” Computers and Chemical Engineering 28, 1121–1129.

    Article  Google Scholar 

  • Sahinidis, N.V. (1996). “BARON: A General Purpose Global Optimization Software Package.” Journal of Global Optimization 8(2), 201–205.

    Article  Google Scholar 

  • Sahinidis, N.V. (2004). “Optimization under Uncertainty: State-of-the-art and Opportunities.” Computers and Chemical Engineering 28, 971–983.

    Article  Google Scholar 

  • Sand, G. and S. Engell. (2004). “Modeling and Solving Real-time scheduling Problems by Stochastic Integer Programming.” Computers and Chemical Engineering 28, 1087–1103.

    Article  Google Scholar 

  • Sand, G., S. Engell, A. Märkert, R. Schultz, and C. Schulz. (2000). “Approximation of an Ideal Online Scheduler for a Multiproduct Batch Plant.” Computers and Chemical Engineering 24, 361–367.

    Article  Google Scholar 

  • Sanmarti, E., A. Huercio, and A. Espuña. (1997). “Batch Production and Preventive Maintenance Scheduling under Equipment Failure Uncertainty.” Computers and Chemical Engineering 21, 1157–1168.

    Article  Google Scholar 

  • Schultz, R. (1995). “On Structure and Stability in Stochastic Programs with Random Technology Matrix and Complete Integer Recourse.” Mathematical Programming 70, 73–89.

    Google Scholar 

  • Schultz, R. (2003). “Stochastic Programming with Integer Variables.” Mathematical Programming Ser. B 97, 285–309.

    Google Scholar 

  • Schweiger, C.A. and C.A. Floudas. (2004). “The MINOPT Modeling Language.” In J. Kallrath (ed.), Modeling Languages in Mathematical Optimization, Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 185–209

    Google Scholar 

  • Sen, S. (2004). “Algorithms for Stochastic Mixed-Integer Programming Models.” In I. Aardal, G.L. Nemhauser, and R. Weismantel (eds.), Handbook of Discrete Optimization. Elsevier, North-Holland.

  • Sen, S. and J.L. Higle. (1999). “An Introductory Tutorial on Stochastic Linear Programming Models.” Interfaces 29(2), 33–61.

    Article  Google Scholar 

  • Tawarmalani, M. and N.V. Sahinidis. (2002). Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications, volume 65 of Nonconvex Optimization And Its Applications. Kluwer Academic Publishers, Dordrecht, The Netherlands.

    Google Scholar 

  • Timpe, C. and J. Kallrath. (2000). “Optimal Planning in Large Multi-Site Production Networks.” European Journal of Operational Research 126(2), 422–435.

    Article  Google Scholar 

  • van der Vlerk, M.H. (1996–2003). “Stochastic Programming Bibliography.” World Wide Web, http://mally.eco.rug.nl/spbib.html.

  • Vecchietti, A. and I.E. Grossmann. (1999). “LOGMIP: A Disjunctive 0-1 Nonlinear Optimizer for Process System Models.” Computers and Chemical Engineering 23, 555–565.

    Article  Google Scholar 

  • Vechietti, A. and I.E. Grossmann. (2000). “Modeling Issues and Implementation of Language for for Disjunctive Programming.” Comp. & Chem. Eng. 24, 2143–2155.

    Article  Google Scholar 

  • Vin, J.P. and G. Ierapetritou. (2001). “Robust Short-term Scheduling of Multiproduct Batch Plants under Demand Uncertainty.” Ind. Eng. Chem. Res. 40, 4543–4554.

    Article  Google Scholar 

  • Waechter, A. and L.T. Biegler. (2004). “Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence.” Siam J. Opt., in press.

  • Wallace, S.W. (2000). “Decision Making Under Uncertainty: Is Sensitivity Analysis of any Use?” Operations Research 48, 20–25.

    Article  Google Scholar 

  • Wolsey, L.A. (1998). Integer Programming. New York, US: Wiley.

    Google Scholar 

  • Zimmermann, H.J. (1987a). Fuzzy Set Theory and its Applications. 2nd edn. Boston, MA: Kluwer Academic Publishers.

    Google Scholar 

  • Zimmermann, H.J. (1987b). Fuzzy Sets, Decision Making, and Expert Systems. Boston, MA: Kluwer Academic Publishers.

    Google Scholar 

  • Zimmermann, H.-J. (2000). “An Application-Oriented View of Modeling Uncertainty.” European Journal of Operations Research 122, 190–198.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Josef Kallrath.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kallrath, J. Solving Planning and Design Problems in the Process Industry Using Mixed Integer and Global Optimization. Ann Oper Res 140, 339–373 (2005). https://doi.org/10.1007/s10479-005-3976-2

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10479-005-3976-2

Keywords

Navigation