Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks

Evgeny Shindin; Michael Masin; Gideon Weiss; Alexander Zadorojniy

doi:10.1109/CDC45484.2021.9683390

Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks

Evgeny Shindin, Michael Masin, Gideon Weiss, Alexander Zadorojniy

Department of Statistics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions.

Original language	English
Title of host publication	60th IEEE Conference on Decision and Control, CDC 2021
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	3863-3868
Number of pages	6
ISBN (Electronic)	9781665436595
DOIs	https://doi.org/10.1109/CDC45484.2021.9683390
State	Published - 2021
Event	60th IEEE Conference on Decision and Control, CDC 2021 - Austin, United States Duration: 13 Dec 2021 → 17 Dec 2021

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	2021-December
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	60th IEEE Conference on Decision and Control, CDC 2021
Country/Territory	United States
City	Austin
Period	13/12/21 → 17/12/21

Bibliographical note

Funding Information:
Research of G. Weiss funded by ISF Grants 249/02, 454/05, 711/09 and 286/13. Research of M. Masin, E. Shindin and A. Zadorojniy funded by the EU Commission’s H2020 Program under grant agreements No 732105 and No 780788. E. Shindin is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel evgensh@il.ibm.com M. Masin is with Optibus, Eder 48a, Haifa, 3475293, Israel michael.masin@optibus.com G. Weiss is with Department of Statistics, University of Haifa, Mount Carmel, Haifa, 3498838, Israel gweiss@stat.haifa.ac.il A. Zadorojniy is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel zalex@il.ibm.com

Publisher Copyright:
© 2021 IEEE.

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC45484.2021.9683390

Cite this

Shindin, E., Masin, M., Weiss, G., & Zadorojniy, A. (2021). Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks. In 60th IEEE Conference on Decision and Control, CDC 2021 (pp. 3863-3868). (Proceedings of the IEEE Conference on Decision and Control; Vol. 2021-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC45484.2021.9683390

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title = "Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks",

abstract = "We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions. ",

author = "Evgeny Shindin and Michael Masin and Gideon Weiss and Alexander Zadorojniy",

note = "Funding Information: Research of G. Weiss funded by ISF Grants 249/02, 454/05, 711/09 and 286/13. Research of M. Masin, E. Shindin and A. Zadorojniy funded by the EU Commission{\textquoteright}s H2020 Program under grant agreements No 732105 and No 780788. E. Shindin is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel evgensh@il.ibm.com M. Masin is with Optibus, Eder 48a, Haifa, 3475293, Israel michael.masin@optibus.com G. Weiss is with Department of Statistics, University of Haifa, Mount Carmel, Haifa, 3498838, Israel gweiss@stat.haifa.ac.il A. Zadorojniy is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel zalex@il.ibm.com Publisher Copyright: {\textcopyright} 2021 IEEE.; 60th IEEE Conference on Decision and Control, CDC 2021 ; Conference date: 13-12-2021 Through 17-12-2021",

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doi = "10.1109/CDC45484.2021.9683390",

language = "English",

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Shindin, E, Masin, M, Weiss, G & Zadorojniy, A 2021, Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks. in 60th IEEE Conference on Decision and Control, CDC 2021. Proceedings of the IEEE Conference on Decision and Control, vol. 2021-December, Institute of Electrical and Electronics Engineers Inc., pp. 3863-3868, 60th IEEE Conference on Decision and Control, CDC 2021, Austin, United States, 13/12/21. https://doi.org/10.1109/CDC45484.2021.9683390

Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks. / Shindin, Evgeny; Masin, Michael; Weiss, Gideon et al.

60th IEEE Conference on Decision and Control, CDC 2021. Institute of Electrical and Electronics Engineers Inc., 2021. p. 3863-3868 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2021-December).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Masin, Michael

AU - Weiss, Gideon

AU - Zadorojniy, Alexander

N1 - Funding Information: Research of G. Weiss funded by ISF Grants 249/02, 454/05, 711/09 and 286/13. Research of M. Masin, E. Shindin and A. Zadorojniy funded by the EU Commission’s H2020 Program under grant agreements No 732105 and No 780788. E. Shindin is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel evgensh@il.ibm.com M. Masin is with Optibus, Eder 48a, Haifa, 3475293, Israel michael.masin@optibus.com G. Weiss is with Department of Statistics, University of Haifa, Mount Carmel, Haifa, 3498838, Israel gweiss@stat.haifa.ac.il A. Zadorojniy is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel zalex@il.ibm.com Publisher Copyright: © 2021 IEEE.

PY - 2021

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N2 - We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions.

AB - We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions.

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BT - 60th IEEE Conference on Decision and Control, CDC 2021

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 60th IEEE Conference on Decision and Control, CDC 2021

Y2 - 13 December 2021 through 17 December 2021

ER -

Shindin E, Masin M, Weiss G, Zadorojniy A. Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks. In 60th IEEE Conference on Decision and Control, CDC 2021. Institute of Electrical and Electronics Engineers Inc. 2021. p. 3863-3868. (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC45484.2021.9683390

Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks

Abstract

Publication series

Conference

Bibliographical note

ASJC Scopus subject areas

Access to Document

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Cite this