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.

Investigating the mesh dependency and upscaling of 3D grain-based models for the simulation of brittle fracture processes in low-porosity crystalline rock

The application of 3D grain-based modelling techniques is investigated in both small and large scale 3DEC models, in order to simulate brittle fracture processes in low-porosity crystalline rock. Mesh dependency in 3D grain-based models (GBMs) is examined through a number of cases to compare Voronoi and tetrahedral grain assemblages. Various methods are used in the generation of tessellations, each with a number of issues and advantages. A number of comparative UCS test simulations capture the distinct failure mechanisms, strength profiles, and progressive damage development using various Voronoi and tetrahedral GBMs. Relative calibration requirements are outlined to generate similar macro-strength and damage profiles for all the models. The results confirmed a number of inherent model behaviors that arise due to mesh dependency. In Voronoi models, inherent tensile failure mechanisms are produced by internal wedging and rotation of Voronoi grains. This results in a combined dependence on frictional and cohesive strength. In tetrahedral models, increased kinematic freedom of grains and an abundance of straight, connected failure pathways causes a preference for shear failure. This results in an inability to develop significant normal stresses causing cohesional strength dependence. In general, Voronoi models require high relative contact tensile strength values, with lower contact stiffness and contact cohesional strength compared to tetrahedral tessellations. Upscaling of 3D GBMs is investigated for both Voronoi and tetrahedral tessellations using a case study from the AECL’s Mine-by-Experiment at the Underground Research Laboratory. An upscaled tetrahedral model was able to reasonably simulate damage development in the roof forming a notch geometry by adjusting the cohesive strength. An upscaled Voronoi model underestimated the damage development in the roof and floor, and overestimated the damage in the side-walls. This was attributed to the discretization resolution limitations.