New Rigorous Decomposition Methods for Mixed-integer Linear and Nonlinear Programming

Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.

Analysis of Non-Stationary Flows Using Eulerian and Lagrangian Frameworks

Recent developments have made researchers to reconsider Lagrangian measurement techniques as an alternative to their Eulerian counterpart when investigating non-stationary flows. This thesis advances the state-of-the-art of Lagrangian measurement techniques by pursuing three different objectives: (i) developing new Lagrangian measurement techniques for difficult-to-measure, in situ flow environments; (ii) developing new post-processing strategies designed for unstructured Lagrangian data, as well as providing guidelines towards their use; and (iii) presenting the advantages that the Lagrangian framework has over their Eulerian counterpart in various non-stationary flow problems. Towards the first objective, a large-scale particle tracking velocimetry apparatus is designed for atmospheric surface layer measurements. Towards the second objective, two techniques, one for identifying Lagrangian Coherent Structures (LCS) and the other for characterizing entrainment directly from unstructured Lagrangian data, are developed. Finally, towards the third objective, the advantages of Lagrangian-based measurements are showcased in two unsteady flow problems: the atmospheric surface layer, and entrainment in a non-stationary turbulent flow. Through developing new experimental and post-processing strategies for Lagrangian data, and through showcasing the advantages of Lagrangian data in various non-stationary flows, the thesis works to help investigators to more easily adopt Lagrangian-based measurement techniques.