Computational Experience with Piecewise Linear Relaxations for Petroleum Refinery Planning

Refinery planning optimization is a challenging problem as regards handling the nonconvex bilinearity, mainly due to pooling operations in processes such as crude oil distillation and product blending. This work investigated the performance of several representative piecewise linear (or piecewise affine) relaxation schemes (referred to as McCormick, bm, nf5, and nf6t) and de (which is a new approach proposed based on eigenvector decomposition) that mainly give rise to mixed-integer optimization programs to convexify a bilinear term using predetermined univariate partitioning for instances of uniform and non-uniform partition sizes. The computational results showed that applying these schemes improves the relaxation tightness compared to only applying convex and concave envelopes as estimators. Uniform partition sizes typically perform better in terms of relaxation solution quality and convergence behavior. It was also seen that there is a limit on the number of partitions that contribute to relaxation tightness, which does not necessarily correspond to a larger number of partitions, while a direct relationship between relaxation size and tightness does not always hold for non-uniform partition sizes.

Automated summary

This study investigated the performance of several representative piecewise linear and piecewise affine relaxation schemes in refinery planning optimization, finding that uniform partition sizes typically perform better and that there is not always a direct relationship between relaxation size and tightness for non-uniform partition sizes.