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Successive linear programming at Exxon. (English) Zbl 0608.90090
Successive Linear Programming (SLP) has been used extensively in the refining and petrochemical industries for over 20 years. This paper concentrates on some recent work at Exxon to unify the treatment of nonlinear terms in ’mostly linear’ models. We first discuss the source of nonlinearities in refining and petrochemical problems and propose a multiplicative formulation for the linearized subproblems to be solved by SLP. We then describe an SLP algorithm which is shown to be related to the concept of trust regions. Finally, we present an example formulation and computational results for a series of large industrial applications.

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
49M37 Numerical methods based on nonlinear programming
90C05 Linear programming
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