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Complementarity-based nonlinear programming techniques for optimal mixing in gas networks

Author

Listed:
  • Falk M. Hante

    (Friedrich-Alexander-Universität Erlangen-Nürnberg)

  • Martin Schmidt

    (Trier University)

Abstract

We consider nonlinear and nonsmooth mixing aspects in gas transport optimization problems. As mixed-integer reformulations of pooling-type mixing models already render small-size instances computationally intractable, we investigate the applicability of smooth nonlinear programming techniques for equivalent complementarity-based reformulations. Based on recent results for remodeling piecewise affine constraints using an inverse parametric quadratic programming approach, we show that classical stationarity concepts are meaningful for the resulting complementarity-based reformulation of the mixing equations. Further, we investigate in a numerical study the performance of this reformulation compared to a more compact complementarity-based one that does not feature such beneficial regularity properties. All computations are performed on publicly available data of real-world size problem instances from steady-state gas transport.

Suggested Citation

  • Falk M. Hante & Martin Schmidt, 2019. "Complementarity-based nonlinear programming techniques for optimal mixing in gas networks," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 7(3), pages 299-323, September.
    • Handle: RePEc:spr:eurjco:v:7:y:2019:i:3:d:10.1007_s13675-019-00112-w
    DOI: 10.1007/s13675-019-00112-w
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    References listed on IDEAS

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    1. Dempe, Stephan & Kalashnikov, Vyacheslav V. & Pérez-Valdés, Gerardo A. & Kalashnykova, Nataliya I., 2011. "Natural gas bilevel cash-out problem: Convergence of a penalty function method," European Journal of Operational Research, Elsevier, vol. 215(3), pages 532-538, December.
    2. Falk Hante & Sebastian Sager, 2013. "Relaxation methods for mixed-integer optimal control of partial differential equations," Computational Optimization and Applications, Springer, vol. 55(1), pages 197-225, May.
    3. Ruth Misener & Christodoulos Floudas, 2014. "ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations," Journal of Global Optimization, Springer, vol. 59(2), pages 503-526, July.
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    5. Björn Geißler & Antonio Morsi & Lars Schewe & Martin Schmidt, 2018. "Solving Highly Detailed Gas Transport MINLPs: Block Separability and Penalty Alternating Direction Methods," INFORMS Journal on Computing, INFORMS, vol. 30(2), pages 309-323, May.
    6. Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
    7. Daniel Rose & Martin Schmidt & Marc C. Steinbach & Bernhard M. Willert, 2016. "Computational optimization of gas compressor stations: MINLP models versus continuous reformulations," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(3), pages 409-444, June.
    8. Grimm, Veronika & Grübel, Julia & Schewe, Lars & Schmidt, Martin & Zöttl, Gregor, 2019. "Nonconvex equilibrium models for gas market analysis: Failure of standard techniques and alternative modeling approaches," European Journal of Operational Research, Elsevier, vol. 273(3), pages 1097-1108.
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