B-POP: Bi-level parametric optimization toolbox

B-POP: Bi-level parametric optimization toolbox
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DOI:
10.1016/j.compchemeng.2018.07.007
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发表时间:
2019-03
期刊:
Comput. Chem. Eng.
影响因子:
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通讯作者:
Styliani Avraamidou;E. Pistikopoulos
Styliani Avraamidou;E. Pistikopoulos
中科院分区:
其他
文献类型:
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作者:
Styliani Avraamidou;E. Pistikopoulos

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在这篇手稿中,我们提出了B-POP,一个MATLAB工具箱,通过多参数规划的双层优化。它的特点是i)线性和二次规划问题的双层规划求解器,以及它们的混合整数对应部分,ii)一个多功能的问题生成器,能够创建任意大小的随机双层问题,以及iii)一个双层规划测试问题库。B-POP的功能,通过详细的计算研究表明嵌入式算法的能力和可扩展性。此外,两个应用程序,i)供应链规划问题,和ii)分层模型预测控制的反应器系统被选择来显示双层规划和B-POP的适用性。
In this manuscript we present B-POP, a MATLAB toolbox for bi-level optimization through multi-parametric programming. It features i) bi-level programming solvers for linear and quadratic programming problems, and their mixed-integer counter-parts, ii) a versatile problem generator capable of creating random bi-level problems of arbitrary size, and iii) a library of bi-level programming test problems. The features of B-POP are demonstrated through detailed computational studies showing the capabilities and the scalability of the embedded algorithms. Moreover, two applications, i) a supply chain planning problem, and ii) a hierarchical model predictive control of a reactor system are chosen to show the applicability of bi-level programming and B-POP.