A Lagrangian approach to the pooling problem

Nilanjan Adhya, Mohit Tawarmalani, Nikolaos V. Sahinidis

Research output: Contribution to journalArticlepeer-review


Pooling and blending problems occur frequently in the petrochemical industry where crude oils, procured from various sources, are mixed together to manufacture several end-products. Finding optimal solutions to pooling problems requires the solution of nonlinear optimization problems with multiple local minima. We introduce a new Lagrangian relaxation approach for developing lower bounds for the pooling problem. We prove that, for the multiple-quality case, the Lagrangian approach provides tighter lower bounds than the standard linear-programming relaxations used in global optimization algorithms. We present computational results on a set of 13 problems which includes four particularly difficult problems we constructed.

Original languageEnglish (US)
Pages (from-to)1956-1972
Number of pages17
JournalIndustrial and Engineering Chemistry Research
Issue number5
StatePublished - 1999
Externally publishedYes

ASJC Scopus subject areas

  • Chemistry(all)
  • Chemical Engineering(all)
  • Industrial and Manufacturing Engineering


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