Preprocessing Nonlinear Functional Constraints with Applications to the Pooling Problem

Methods to uncover redundancies, infeasibilities and bound structures on variables for nonlinear constraint sets are developed. It is these methods that comprise the preprocessing that is derived here. Bilinear constraint sets ate used to illustrate the methods. Thus, special emphasis is given to bilinearities and a nonlinear programming model in which bilinearities arise naturally, a generic petroleum refinery model and its associated pooling problem. The usefulness of the approaches developed herein include their applications to preoptimization/postoptimization analyses of nonlinear programming problems and the generation of starting values for nonlinear programming optimizers. Numerical examples are given that use existing optimization packages in conjunction with a computer-aided analysis system, and point to the practical implementability of the methods derived. INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.