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Application of convex lexicographical optimization to the balance of GRTgaz gas grid

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  • Soizic Adam
  • J. Bonnans
  • Ruben Paraisy
  • Sébastien Veyrat

Abstract

Shippers are daily users of the French gas grid. Differences between planned and effective gas demand unbalance the grid. To restore the balance, GRTgaz computes every day amounts of gas transiting on the grid. Amounts injected or withdrawn from the storages, balancing tolerances use rates are also computed. Finally, if the grid is still unbalanced, amounts of gas (associated with penalties) bought or sold to shippers are computed too. To minimize billed penalties to shippers, GRTgaz uses all these balancing facilities in a certain order. We solve a four stages lexicographical (or hierarchical) optimization program. The cost function to be minimized at each stage is convex quadratic. Lagrange multipliers are interpreted as pressures; flows try to balance pressures over the network. In the subset of nodes with zero pressure, a careful formulation of the previous stages problems is necessary in order to guarantee the robustness of computations. A numerical illustration is given. Copyright Springer Science+Business Media, LLC. 2011

Suggested Citation

  • Soizic Adam & J. Bonnans & Ruben Paraisy & Sébastien Veyrat, 2011. "Application of convex lexicographical optimization to the balance of GRTgaz gas grid," Journal of Global Optimization, Springer, vol. 49(3), pages 415-423, March.
    • Handle: RePEc:spr:jglopt:v:49:y:2011:i:3:p:415-423
    DOI: 10.1007/s10898-010-9567-z
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    References listed on IDEAS

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    1. W. Ukovich & S. Pastore & A. Premoli, 2001. "An Algorithm for Linearly-Constrained Piecewise Lexicographic Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 111(1), pages 195-226, October.
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    Cited by:

    1. Evgeniy M. Ozhegov & Daria Teterina, 2018. "The Ensemble Method For Censored Demand Prediction," HSE Working papers WP BRP 200/EC/2018, National Research University Higher School of Economics.

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