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pool.gms : Pooling problem

This model presents a number of pooling problems from the
literature in a unified framework. It represents the
pq-formulation as of the pooling problem described in:

M. Tawarmalani and N. V. Sahinidis, in "Convexification
and Global Optimization of the Pooling Problem," May 2002,
Mathematical Programming, submitted.

All 14 problems have known global solutions.

Summary reports across all 14 problems allow quick assessment
of local and global solution methods. Also note the importance
of good starting points for local solvers.

This model and the generic pq-formulation has been provided
by Mohit Tawarmalani, August 2002.

• Haverly, C A, Studies of the Behavior of Recursion for the Pooling Problem. ACM SIGMAP Bull 25 (1978), 19-28.
• Tawarmalani, M, and Sahinidis, N, Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications. Kluwer, 2002.
• Haverly, C A, Behaviour of recursion model - More studies. ACM SIGMAP Bulletin 26 (1979), 22-28.
• Foulds, L R, Haugland, D, and Jornsten, K, A bilinear approach to the pooling problem. Optimization 24 (1992), 165-180.
• Ben-Tal, A, Eiger, G, and Gershovitz, V, Global Minimization by Reducing the Duality Gap. Mathematical Programming 63 (1994), 193-212.
• Audet, C, Brimberg, J, Hansen, P, and Mladenovic, N, Pooling problem: Alternate formulations and solution methods. Tech. rep., Les Cashiers Du GERAD G-2000-23, Montreal, 2000.
• Adhya, N, Tawarmalani, M, and Sahinidis, N, Global optimization of the pooling problem. Industrial and Engineering Chemistry 38 (1999), 1956--1972.