Progressive Hedging Decomposition for Solutions of Large-Scale Process Family Design Problems
In previous work, we have introduced a mathematical model for solving a discretized version of the process family design problem. This involves two sets of decision variables. One set selects which unit module designs are included in the process platform out of a candidate set of options; the other set determines which of these unit module designs are assigned to each variant. In this work, we exploit a parallelized Progressive Hedging (PH) algorithm to solve even larger scale design problems. PH is a well-known algorithm traditionally used to solve stochastic programming problems. While our problem is not a two-stage stochastic programming problem, the structure is similar, and it can be directly mapped to the PH approach, which we employ here to solve this deterministic optimization problem. We decompose our problem by process variant. We treat the platform unit module design variables as first-stage and the assignment of unit module designs to variants as second-stage, solving the problem using mpi-sppy. We demonstrate this approach on case studies of CC, water desalination, and refrigeration.