A dual temperature simulated annealing approach for solving bilevel programming problems

Computers and Chemical Engineering

Volumn 23, Issue 1, 1998, Pages 11-25

  Sahin, Kemal H ^a   Ciric, Amy R ^a  

^a University of Cincinnati   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMIC PROGRAMMING; LAGRANGE MULTIPLIERS; NONLINEAR PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING; RANDOM PROCESSES; SIMULATED ANNEALING; TEMPERATURE;

BILEVEL PROGRAMMING PROBLEM; DUAL TEMPERATURE SIMULATED ANNEALING APPROACH;

COMPUTER SIMULATION;

ETHYLENE OXIDE;

ALGORITHM; CHEMICAL INDUSTRY; COST; NONLINEAR SYSTEM; REVIEW; SIMULATION; SYSTEM ANALYSIS; TEMPERATURE;

EID: 0032535845     PISSN: 00981354     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0098-1354(98)00267-1     Document Type: Article

References (25)

1. Aarts, E. H., & van Laarhoven, P. J. M. (1985). Statistical cooling: a general approach to combinatorial optimization problems. Philips J. Res., 40, 193-226.
2. Al-Khayyal, F. A., Horst, R., & Pardalos, P. M. (1992). Global optimization of concave functions subject to quadratic constraints: an application in nonlinear bilevel programming. Ann. Oper. Res., 34, 125-147.
3. Bard, J. F. (1983). An algorithm for solving the general bilevel programming problem. Math. Oper. Res., 8, 260-272.
4. Bard, J. F. (1991). some properties of the bilevel programming problem. J. Optim. Theory Appl., 2, 371-378.
5. Bard, J. F., & Moore, J. T. (1990). A branch and bound algorithm for the bilevel programming problem. SIAM J. Sci. Stat. Comput. 11, 281-292.
6. Bard, J. F., & Moore, J. T. (1992). An algorithm for the discrete bilevel programming problem. Naval Res. Logistics, 39, 419-435.
7. Bracken, J., Falk, J. E., & Miercort, F. A. (1977). A strategic weapons exchange allocation model. Oper. Res. 25, 968-976.
8. Brengel, D. D., & Seider, W. D. (1992). Coordinated design and control optimization of nonlinear processes. Comput. Chem. Engng, 16, 861-886.
9. Cardoso, M. F., Salcedo, R. L., & de Azevedo, S. F. (1996). Simplex-simulated annealing approach to continuous non-linear optimization. Comput. Chem. Engng, 20, 1065-1080.
10. Clark, P. A. (1990). Bilevel programming for chemical process design - II. Performance study for nondegenerate problems. Comput. Chem. Engng, 14, 99-109.
11. Clark, P. A., & Westerberg, A. (1983). Optimization for design problems having more than one objective. Comput. Chem. Engng, 7, 259-278.
12. Clark, P. A., & Westerberg, A. (1990). Bilevel programming for chemical process design - I. Fundamentals and algorithms. Comput. Chem. Engng 14, 87-97.
13. Dolan, W. B., Cummings, P. T., & LeVan, M. (1989). Process optimization via simulated annealing: application to network design. A.I.Ch.E. J. 35, 725-736.
14. Edmunds, T. A., & Bard, J. F. (1991). Algorithms for nonlinear bilevel mathematical programs. IEEE Trans. Systems, Man, Cybernet., 21, 83-89.
15. Edmunds, T. A., & Bard, J. F. (1992). An algorithm for the mixed-integer nonlinear bilevel programming problem. Ann. Oper. Res., 34, 149-162.
16. Floquet, P., Pibouleau, L., & Domenech, S. (1994). Separation sequence synthesis: how to use simulated annealing procedure?. Comput. Chem. Engng, 18, 1141-1148.
17. Floudas, C. A., & Visweswaran, V. (1990). A global optimization algorithm GOP for certain classes of nonconvex NLPs. I - Theory, Comput. Chem. Engng, 14, 1397-1417.
18. Floudas, C. A., & Visweswaran, V. (1993). Primal-relaxed dual global optimization approach. JOTA, 78, 187-225.
19. Kirkpatrick, S., Gelatt, J., & Vecci, M. P. (1983). Optimization by simulated annealing. Science, 220, 671-680.
20. Maia, L. O. A., de Carvalho, L. A. V., & Oassim, R. Y. (1995). Optimization for design problems having more than one objective. Comput. Chem. Engng, 19, 481-488.
21. Moore, J. T., & Bard, J. F. (1990). The mixed integer linear bilevel programming problem. Oper. Res., 38, 911-921.
22. Penteado, F. D. d. B., & Ciric, A. R. (1996). An MINLP approach for safe process plant layout. Ind. Engng Chem. Res., 35, 1354-1361.
23. Visweswaran, V., Floudas, C. Ierapetritou, M. & Pistikopoulos, E. (1996). A decomposition based global optimization approach for solving bilevel linear and nonlinear quadratic programs. In: Floudas, C. & Pardalos, P. (Eds). State of the art in global optimization: computational methods and applications, Vol. 7 of Book series on nonconvex optimization and its applications. (139-162). Dordrecht: Kluwer Academic Publishers.
24. Wen, U-P., & Hsu, S.-H. (1991). Linear bi-level programming problems - A review. J. Opt. Res. Soc., 42, 125-133.
25. Yang, H., & Yagar, S. (1994). Traffic assignment and traffic control in general freeway-arterial corridor systems. Transp. Res. B, 28B, 463-486.