Solving mixed-integer nonlinear optimization problems using simultaneous convexification: a case study for gas networks

Solving mixed-integer nonlinear optimization problems (MINLPs) to global optimality is extremely challenging. An important step for enabling their solution consists in the design of convex relaxations of the feasible set. Known solution approaches based on spatial branch-and-bound become more effective the tighter the used relaxations are. Relaxations are commonly established by convex underestimators, where each constraint function is considered separately. Instead, a considerably tighter relaxation can be found via so-called simultaneous convexification, where convex underestimators are derived for more than one constraint function at a time. In this work, we present a global solution approach for solving mixed-integer nonlinear problems that uses simultaneous convexification. We introduce a separation method that relies on determining the convex envelope of linear combinations of the constraint functions and on solving a nonsmooth convex problem. In particular, we apply the method to quadratic absolute value functions and derive their convex envelopes. The practicality of the proposed solution approach is demonstrated on several test instances from gas network optimization, where the method outperforms standard approaches that use separate convex relaxations.

Universal Gorban’s Entropies: Geometric Case Study

Recently, A.N. Gorban presented a rich family of universal Lyapunov functions for any linear or non-linear reaction network with detailed or complex balance. Two main elements of the construction algorithm are partial equilibria of reactions and convex envelopes of families of functions. These new functions aimed to resolve “the mystery” about the difference between the rich family of Lyapunov functions (f-divergences) for linear kinetics and a limited collection of Lyapunov functions for non-linear networks in thermodynamic conditions. The lack of examples did not allow to evaluate the difference between Gorban’s entropies and the classical Boltzmann–Gibbs–Shannon entropy despite obvious difference in their construction. In this paper, Gorban’s results are briefly reviewed, and these functions are analysed and compared for several mechanisms of chemical reactions. The level sets and dynamics along the kinetic trajectories are analysed. The most pronounced difference between the new and classical thermodynamic Lyapunov functions was found far from the partial equilibria, whereas when some fast elementary reactions became close to equilibrium then this difference decreased and vanished in partial equilibria.