On the Effectiveness of Sequential Linear Programming for the Pooling Problem

25 Feb 2020 Grothey Andreas McKinnon Ken

The aim of this paper is to compare the performance of a local solution technique -- namely Sequential Linear Programming (SLP) employing random starting points -- with state-of-the-art global solvers such as Baron and more sophisticated local solvers such as Sequential Quadratic Programming and Interior Point for the pooling problem. These problems can have many local optima, and we present a small example that illustrates how this can occur... (read more)

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