A MULTIPARAMETRIC PROGRAMMING APPROACH FOR LINEAR PROCESS ENGINEERINGPROBLEMS UNDER UNCERTAINTY

In this paper, a parametric programming approach is proposed for the a nalysis of linear process engineering problems under uncertainty. A no vel branch and bound algorithm is presented for the solution of mixed- integer linear programming problems where n right-hand-side parameters are allowed to vary independently. The procedure, based on the soluti on of multiparametric linear programs at each node of the tree search and special bounding procedures, identifies the different optimal inte ger solutions and their corresponding optimal value functions as the u ncertain parameters vary within given ranges. Three examples are prese nted to illustrate the basic steps of the algorithm and its applicabil ity to process engineering problems.