Computational Experience with Piecewise Linear Relaxations for Petroleum Refinery Planning

Refinery planning optimization is a challenging problem as regards handling the nonconvex bilinearity, mainly due to pooling operations in processes such as crude oil distillation and product blending. This work investigated the performance of several representative piecewise linear (or piecewise affine) relaxation schemes (referred to as McCormick, bm, nf5, and nf6t) and de (which is a new approach proposed based on eigenvector decomposition) that mainly give rise to mixed-integer optimization programs to convexify a bilinear term using predetermined univariate partitioning for instances of uniform and non-uniform partition sizes. The computational results showed that applying these schemes improves the relaxation tightness compared to only applying convex and concave envelopes as estimators. Uniform partition sizes typically perform better in terms of relaxation solution quality and convergence behavior. It was also seen that there is a limit on the number of partitions that contribute to relaxation tightness, which does not necessarily correspond to a larger number of partitions, while a direct relationship between relaxation size and tightness does not always hold for non-uniform partition sizes.

Algorithm 1016

In this article, we introduce the Python framework PyMGRIT, which implements the multigrid-reduction-in-time (MGRIT) algorithm for solving (non-)linear systems arising from the discretization of time-dependent problems. The MGRIT algorithm is a reduction-based iterative method that allows parallel-in-time simulations, i.e., calculating multiple time steps simultaneously in a simulation, using a time-grid hierarchy. The PyMGRIT framework includes many different variants of the MGRIT algorithm, ranging from different multigrid cycle types and relaxation schemes, various coarsening strategies, including time-only and space-time coarsening, and the ability to utilize different time integrators on different levels in the multigrid hierachy. The comprehensive documentation with tutorials and many examples and the fully documented code allow an easy start into the work with the package. The functionality of the code is ensured by automated serial and parallel tests using continuous integration. PyMGRIT supports serial runs suitable for prototyping and testing of new approaches, as well as parallel runs using the Message Passing Interface (MPI). In this manuscript, we describe the implementation of the MGRIT algorithm in PyMGRIT and present the usage from both a user and a developer point of view. Three examples illustrate different aspects of the package itself, especially running tests with pure time parallelism, as well as space-time parallelism through the coupling of PyMGRIT with PETSc or Firedrake.

Computational Experience with Piecewise-Linear Relaxations for Petroleum Refinery Planning

Refinery planning optimization is a challenging problem as regards handling the nonconvex bilinearity mainly due to pooling operations in processes such as crude oil distillation and product blending. This work investigates the performance of several representative piecewise-linear (or piecewise-affine) relaxation schemes (referred to as McCormick, bm, nf5, nf6t, and de (which is a new approach proposed based on eigenvector decomposition) that mainly give rise to mixed-integer optimization programs to convexify a bilinear term using predetermined univariate partitioning for instances of uniform and non-uniform partition sizes. Computational results show that applying these schemes give improved relaxation tightness than only applying convex and concave envelopes as estimators. Uniform partition sizes typically perform better in terms of relaxation solution quality and convergence behavior. It is also seen that there is a limit on the number of partitions that contributes to relaxation tightness, which does not necessarily correspond to a larger number of partitions, while a direct relation between relaxation size and tightness does not always hold for non-uniform partition sizes.

Relaxation schemes for the joint linear chance constraint based on probability inequalities

<p style='text-indent:20px;'>This paper is concerned with the joint chance constraint for a system of linear inequalities. We discuss computationally tractble relaxations of this constraint based on various probability inequalities, including Chebyshev inequality, Petrov exponential inequalities, and others. Under the linear decision rule and additional assumptions about first and second order moments of the random vector, we establish several upper bounds for a single chance constraint. This approach is then extended to handle the joint linear constraint. It is shown that the relaxed constraints are second-order cone representable. Numerical test results are presented and the problem of how to choose proper probability inequalities is discussed.</p>

Lattice Relaxation Schemes

In Chapter 13, it was shown that the complexity of the LBE collision operator can be cut down dramatically by formulating discrete versions with prescribed local equilibria. In this chapter, the process is taken one step further by presenting a minimal formulation whereby the collision matrix is reduced to the identity, upfronted by a single relaxation parameter, fixing the viscosity of the lattice fluid. The idea is patterned after the celebrated Bhatnagar–Gross–Krook (BGK) model Boltzmann introduced in continuum kinetic theory as early as 1954. The second part of the chapter describes the comeback of the early LBE in optimized multi-relaxation form, as well as few recent variants hereof.