Piecewise parametric structure in the pooling problem: from sparse strongly-polynomial solutions to NP-hardness

J Glob Optim. 2018;71(4):655-690. doi: 10.1007/s10898-017-0577-y. Epub 2017 Oct 25.

Abstract

The standard pooling problem is a NP-hard subclass of non-convex quadratically-constrained optimization problems that commonly arises in process systems engineering applications. We take a parametric approach to uncovering topological structure and sparsity, focusing on the single quality standard pooling problem in its p-formulation. The structure uncovered in this approach validates Professor Christodoulos A. Floudas' intuition that pooling problems are rooted in piecewise-defined functions. We introduce dominant active topologies under relaxed flow availability to explicitly identify pooling problem sparsity and show that the sparse patterns of active topological structure are associated with a piecewise objective function. Finally, the paper explains the conditions under which sparsity vanishes and where the combinatorial complexity emerges to cross over the P / NP boundary. We formally present the results obtained and their derivations for various specialized single quality pooling problem subclasses.

Keywords: Discretization; Global optimization; Piecewise structure; P / NP boundary; Sparsity; Standard pooling problem; Strongly-polynomial algorithms.