STRONG CONVEX NONLINEAR RELAXATIONS OF THE POOLING PROBLEM

We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products meeting given attribute percentage requirements. Our relaxations are derived by considering a set which arises from the formulation by considering a single product, a single attibute, and a single pool. The convex hull of the resulting nonconvex set is not polyhedral. We derive valid linear and convex nonlinear inequalities for the convex hull and demonstrate that different subsets of these inequalities define the convex hull of the nonconvex set in three cases determined by the parameters of the set. In a preliminary computational study we find that the inequalities can significantly strengthen the convex relaxation of the well-known pq-formulation of the pooling problem on one class of test instances, but have limited effect on another class.