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Programming – The
Method of Branch and
Bound
Shi-Shang Jang
Chemical Engineering Departme
nt
Introduction
In many cases, engineering optimization
problems are taking some variables that only
have their values in a form of integer. For
instance:
Maximize Z=x12+x2x3-x32
Subject to -2x1+3x2+x33
x1, x2, x3{0,1}
Heat Exchanger Network Superstructure
(Yee and Grossmann, 1991)
Stage 1 Stage 2
Q111 , Z111 Q112 , Z112 Qcu ,1 , Z cu ,1
H1-C1 H1-C1 CW
T11 T12 T13
Tin ,1 Tout ,1
Qhu ,1 , Z hu ,1 Q121 , Z121 Q122 , Z122
T11 T12 T13
Tout ,1 H1-C2 H1-C2
Tin ,1
S
Q211 , Z 211 Q212 , Z 212
Qcu , 2 , Z cu , 2
H2-C1 H2-C1
CW
T21 T22 T23
Tin , 2 Tout , 2
Qhu , 2 , Z hu , 2 Q221 , Z 221 Q222 , Z 222
T23 T22 T21
Tout , 2 H2-C2 H2-C2
Tin , 2
S
CF z
iHP jCPkST
ij ijk CF
iHP
i ,CU Z CU ,i CF
jCP
j , HU Z HU , j
Cij Qijk
U
iHP jCPkST [Tijk Tijk 1 (Tijk Tijk 1 ) / 2]1/ 3
ij
CA, i, CUQCU ,i
U
iHP [TCU ,i (Tout ,i Tin ,CU )(TCU ,i Tout ,i Tin ,CU ) / 2]1/ 3
CU ,i
CA, j , HUQHU ,i
U
jCP [ T (T T )( T T T ) / 2]1/ 3
HU , j HU , j in , HU out , j HU ,i in , HU out , j
Tijk Tik T jk , Tijk 1 Tik 1 T jk 1 , TCU ,i Tik Tout ,CU , THU ,i Tout , HU T jk
5,000 selected samples
Method
Q(1,1) Q(2,1) Q(1,2) Q(2,2,) Q(1,1) Q(2,1) Q(1,2) Q(2,2) Qc(1) Qc(2) Qh(1) Qh(2) Cost
Horse
Race+ 483 0 0 0 0 2536 1950 0 367 1863 580 0 163196
GRNN
If the solutions to the above are still fractional and hence are infeasible
to the MIP problem with integer restrictions. The next step is to sele
ct LP2 or LP3 and branch th from that bu adding a new constraint.
X1=2 , X2=1.5
Node 1
Z0=9
LP-1
X2 2
X2 1
(optimal) Node 3
X1=2 , X2=1 LP-3
Node 2 X1=1.5 , X2=2
Z0=8
LP-2 Z0=8.5
X1 1 X1 2
Node 4 Node 5
LP-4 LP-5