Decision trees usefully represent sparse, high-dimensional, and noisy data. Having learned a function from these data, we may want to thereafter integrate the function into a larger decision-making problem, for example, for picking the best chemical process catalyst. We study a large-scale, industrially relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pretrained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models or they may wish to optimize a discrete model that accurately represents a data set. We develop several heuristic methods to find feasible solutions and an exact branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on a concrete mixture design instance and a chemical catalysis industrial instance.

Many industrial processes involve heating and cooling liquids: a quarter of the EU 2012 energy consumption came from industry and industry uses 73% of this energy on heating and cooling. We discuss mixed-integer nonlinear optimisation and its applications to energy efficiency. Our particular emphasis is on algorithms and solution techniques enabling optimisation for large-scale industrial networks. As a first application, optimising heat exchangers networks may increase efficiency in industrial plants. We develop deterministic global optimisation algorithms for a mixed-integer nonlinear optimisation model that simultaneously incorporates utility cost, equipment area, and hot/cold stream matches. We automatically recognise and exploit special mathematical structures common in heat recovery. We also computationally demonstrate the impact on the global optimisation solver ANTIGONE and benchmark large-scale test cases against heuristic approaches. As a second application, we discuss special structure in nonconvex quadratically-constrained optimisation problems, particularly through the lens of stream mixing and intermediate blending on process systems engineering networks. We take a parametric approach to uncovering topological structure and sparsity of the standard pooling problem in its p-formulation. We show that the sparse patterns of active topological structure are associated with a piecewise objective function. Finally, the presentation explains the conditions under which sparsity vanishes and where the combinatorial complexity emerges to cross over the P/NP boundary. We formally present the results obtained and their derivations for various specialised instances.