Distributed Recursion Revisited

TL;DR

This paper introduces a new NLP formulation for the pooling problem and develops a penalty-based distributed recursion algorithm that improves solution quality over existing methods.

Contribution

It proposes a novel NLP formulation involving only flow variables and a penalty DR algorithm that enhances solution quality for the pooling problem.

Findings

PDR algorithm outperforms classic SLP and DR algorithms in experiments.

The new formulation provides a theoretical basis for improved algorithms.

Numerical results show better objective values with PDR.

Abstract

The distributed recursion (DR) algorithm is an effective method for solving the pooling problem that arises in many applications. It is based on the well-known P-formulation of the pooling problem, which involves the flow and quality variables; and it can be seen as a variant of the successive linear programming (SLP) algorithm, where the linear programming (LP) approximation problem can be transformed from the LP approximation problem derived by using the first-order Taylor series expansion technique. In this paper, we first propose a new nonlinear programming (NLP) formulation for the pooling problem involving only the flow variables, and show that the DR algorithm can be seen as a direct application of the SLP algorithm to the newly proposed formulation. With this new useful theoretical insight, we then develop a new variant of DR algorithm, called penalty DR (PDR) algorithm, based on the proposed formulation. The proposed PDR algorithm is a penalty algorithm where violations of the (linearized) nonlinear constraints are penalized in the objective function of the LP approximation problem with the penalty terms increasing when the constraint violations tend to be large. Compared with the LP approximation problem in the classic DR algorithm, the LP approximation problem in the proposed PDR algorithm can return a solution with a better objective value, which makes it more suitable for finding high-quality solutions for the pooling problem. Numerical experiments on benchmark and randomly constructed instances show that the proposed PDR algorithm is more effective than the classic SLP and DR algorithms in terms of finding a better solution for the pooling problem.