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dc.contributor.authorOgbe, Emmanuelen
dc.date.accessioned2016-12-05T17:58:00Z
dc.date.available2016-12-05T17:58:00Z
dc.identifier.urihttp://hdl.handle.net/1974/15265
dc.description.abstractProcess systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.en
dc.language.isoengen
dc.relation.ispartofseriesCanadian thesesen
dc.rightsAttribution 3.0 United Statesen
dc.rightsQueen's University's Thesis/Dissertation Non-Exclusive License for Deposit to QSpace and Library and Archives Canadaen
dc.rightsProQuest PhD and Master's Theses International Dissemination Agreementen
dc.rightsIntellectual Property Guidelines at Queen's Universityen
dc.rightsCopying and Preserving Your Thesisen
dc.rightsThis publication is made available by the authority of the copyright owner solely for the purpose of private study and research and may not be copied or reproduced except as permitted by the copyright laws without written authority from the copyright owner.en
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/us/
dc.subjectMixed-integer linear and nonlinear programming, Stochastic programming, Benders decomposition, Dantzig-Wolfe decomposition, Lagrangian decomposition, Cross decomposition, Joint decomposition, Supply chain managementen
dc.titleNew Rigorous Decomposition Methods for Mixed-integer Linear and Nonlinear Programmingen
dc.typethesisen
dc.description.degreePhDen
dc.contributor.supervisorLi, Xiangen
dc.contributor.departmentChemical Engineeringen
dc.degree.grantorQueen's University at Kingstonen


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Attribution 3.0 United States
Except where otherwise noted, this item's license is described as Attribution 3.0 United States