Comparison of MINLP formulations for global superstructure optimization

Superstructure optimization is a powerful but computationally demanding task that can be used to select the optimal structure among many alternatives within a single optimization. In chemical engineering, such problems naturally arise in process design, where different process alternatives need to be considered simultaneously to minimize a specific objective function (e.g., production costs or global warming impact). Conventionally, superstructure optimization problems are either formulated with the Big-M or the Convex Hull reformulation approach. However, for problems containing nonconvex functions, it is not clear whether these yield the most computationally efficient formulations. We therefore compare the conventional problem formulations with less common ones (using equilibrium constraints, step functions, or multiplications of binary and continuous variables to model disjunctions) using three case studies. First, a minimalist superstructure optimization problem is used to derive conjectures about their computational performance. These conjectures are then further investigated by two more complex literature benchmarks. Our analysis shows that the less common approaches tend to result in a smaller problem size, while keeping relaxations comparably tight—despite the introduction of additional nonconvexities. For the considered case studies, we demonstrate that all reformulation approaches can further benefit from eliminating optimization variables by a reduced-space formulation. For superstructure optimization problems containing nonconvex functions, we therefore encourage to also consider problem formulations that introduce additional nonconvexities but reduce the number of optimization variables.