TY - INPR A1 - Kreimeier, Timo A1 - Walther, Andrea A1 - Griewank, Andreas T1 - An active signature method for constrained abs-linear minimization N2 - In this paper we consider the solution of optimization tasks with a piecewise linear objective function and piecewise linear constraints. First, we state optimality conditions for that class of problems using the abs-linearization approach and prove that they can be verified in polynomial time. Subsequently, we propose an algorithm called Constrained Active Signature Method that explicitly exploits the piecewise linear structure to solve such optimization problems. Convergence of the algorithm within a finite number of iterations is proven. Numerical results for various testcases including linear complementarity conditions and a bi-level problem illustrate the performance of the new algorithm. Y1 - 2021 ER - TY - INPR A1 - Graser, Gertrud A1 - Kreimeier, Timo A1 - Walther, Andrea T1 - Solving Linear Generalized Nash Games Using an Active Signature Method N2 - We propose a method to solve linear generalized Nash equilibrium problems (LGNEPs). For this purpose, a reformulation of the LGNEPs as piecewise linear problems is considered. This requires the calculation of all vertices for a special kind of unbounded convex polyhedra. Then the active signature method for constrained abs-linear problems can be used to determine the Nash equilibria. We analyse the computational effort for the resulting solution procedure. This includes also the verification of suitable optimality conditions. Finally, we present and analyse numerical results for some test problems. Y1 - 2024 ER - TY - INPR A1 - Domschke, Pia A1 - Giesselmann, Jan A1 - Lang, Jens A1 - Breiten, Tobias A1 - Mehrmann, Volker A1 - Morandin, Riccardo A1 - Hiller, Benjamin A1 - Tischendorf, Caren T1 - Gas Network Modeling: An Overview (Extended English Version) N2 - With this overview we want to provide a compilation of different models for the description of gas flow in networks in order to facilitate the introduction to the topic. Special attention is paid to the hierarchical structure inherent to the modeling, and the detailed description of individual components such as valves and compressors. Also included are network model classes based on purely algebraic relations, and energy-based port-Hamiltonian models. A short overview of basic numerical methods and concepts for the treatment of hyperbolic balance equations is also given. We do not claim completeness and refer in many places to the existing literature. Y1 - 2023 ER - TY - INPR A1 - Hante, Falk M. A1 - Schmidt, Martin T1 - Gas Transport Network Optimization: PDE-Constrained Models N2 - The optimal control of gas transport networks was and still is a very important topic for modern economies and societies. Accordingly, a lot of research has been carried out on this topic during the last years and decades. Besides mixed-integer aspects in gas transport network optimization, one of the main challenges is that a physically and technically detailed modeling of transient gas dynamics leads to theoretically and computationally highly demanding models involving nonlinear partial differential equations (PDEs). For further background on the application, historical notes and a detailed discussion of mixed-integer aspects for stationary descriptions we refer to Hante and Schmidt (2023). In this chapter, we focus on the most common modeling approaches concerning transient descriptions, point out the challenges, and summarize important contributions concerning the optimization of the most relevant control parameters for this particular class of problems. KW - Gas networks KW - Partial differential equations KW - Optimal control KW - PDE-constrained optimization KW - Modeling Y1 - 2023 ER - TY - INPR A1 - Hante, Falk M. A1 - Schmidt, Martin T1 - Gas Transport Network Optimization: Mixed-Integer Nonlinear Models N2 - Although modern societies strive towards energy systems that are entirely based on renewable energy carriers, natural gas is still one of the most important energy sources. This became even more obvious in Europe with Russia's 2022 war against the Ukraine and the resulting stop of gas supplies from Russia. Besides that it is very important to use this scarce resource efficiently. To this end, it is also of significant relevance that its transport is organized in the most efficient, i.e., cost- or energy-efficient, way. The corresponding mathematical optimization models have gained a lot of attention in the last decades in different optimization communities. These models are highly nonlinear mixed-integer problems that are constrained by algebraic constraints and partial differential equations (PDEs), which usually leads to models that are not tractable. Hence, simplifications have to be made and in this chapter, we present a commonly accepted finite-dimensional stationary model, i.e., a model in which the steady-state solutions of the PDEs are approximated with algebraic constraints. For more details about the involved PDEs and the treatment of transient descriptions we refer to Hante and Schmidt (2023). The presented finite-dimensional as well as mixed-integer nonlinear and nonconvex model is still highly challenging if it needs to be solved for real-world gas transport networks. Hence, we also review some classic solution approaches from the literature. KW - Gas networks KW - Mixed-integer nonlinear optimization KW - Mixed-integer linear optimization KW - Nonlinear optimization Y1 - 2023 ER - TY - INPR A1 - Bongarti, Marcelo A1 - Hintermüller, T1 - Optimal boundary control of the isothermal semilinear Euler equation for gas dynamics on a network N2 - The analysis and boundary optimal control of the nonlinear transport of gas on a network of pipelines is considered. The evolution of the gas distribution on a given pipe is modeled by an isothermal semilinear compressible Euler system in one space dimension. On the network, solutions satisfying (at nodes) the Kirchhoff flux continuity conditions are shown to exist in a neighborhood of an equilibrium state. The associated nonlinear optimization problem then aims at steering such dynamics to a given target distribution by means of suitable (network) boundary controls while keeping the distribution within given (state) constraints. The existence of local optimal controls is established and a corresponding Karush-Kuhn-Tucker (KKT) stationarity system with an almost surely non-singular Lagrange multiplier is derived. KW - optimal boundary control KW - gas dynamics KW - gas networks KW - isothermal Euler equation KW - compressible fluid dynamics Y1 - 2023 ER - TY - INPR A1 - Hante, Falk A1 - Kuchler, Christian T1 - Indirect methods for optimal control of parabolic hybrid PDE-dynamical / switching systems using relaxation N2 - We propose a novel algorithmic approach to computationally solve optimal control problems governed by linear parabolic partial differential equations (PDEs) including a state-dependent control-regime switching mechanism. We state an equivalent mixed-integer formulation featuring vanishing constraints (VCs) arising from methods of disjunctive programming. We embed the problem into the class of equilibrium constraints (ECs) by introduction of an additional slack variable. Based on theoretical results associated with Sum-Up-Rounding (SUR) strategies, we proceed with the solution of the related relaxed formulation by an indirect approach. In order to obtain a computationally tractable optimality system, we apply a Moreau-Yosida type penalty approach for the VCs. After a theoretical discussion, we introduce and exert the algorithmic framework founded on a semismooth Newton method. Finally, we communicate computational experiments based on the proposed approach. Y1 - ER - TY - INPR A1 - Hante, Falk M. A1 - Schmidt, Martin A1 - Topalovic, Antonia T1 - Stabilizing GNEP-Based Model Predictive Control: Quasi-GNEPs and End Constraints N2 - We present a feedback scheme for non-cooperative dynamic games and investigate its stabilizing properties. The dynamic games are modeled as generalized Nash equilibrium problems (GNEP), in which the shared constraint consists of linear time-discrete dynamic equations (e.g., sampled from a partial or ordinary differential equation), which are jointly controlled by the players’ actions. Further, the individual objectives of the players are interdependent and defined over a fixed time horizon. The feedback law is synthesized by moving-horizon model predictive control (MPC). We investigate the asymptotic stability of the resulting closed-loop dynamics. To this end, we introduce α-quasi GNEPs, a family of auxiliary problems based on a modification of the Nikaido–Isoda function, which approximate the original games. Basing the MPC scheme on these auxiliary problems, we derive conditions on the players’ objectives, which guarantee asymptotic stability of the closed-loop if stabilizing end constraints are enforced. This analysis is based on showing that the associated optimal-value function is a Lyapunov function. Additionally, we identify a suitable Lyapunov function for the MPC scheme based on the original GNEP, whose solution fulfills the stabilizing end constraints. The theoretical results are complemented by numerical experiments. KW - Model predictive control KW - Non-cooperative distributed control KW - Closed-loop stability KW - Generalized Nash equilibrium problems Y1 - 2024 ER - TY - INPR A1 - Breiten, Tobias A1 - Karsai, Attila A1 - Mehrmann, Volker A1 - Domschke, Pia A1 - Giesselmann, Jan A1 - Lang, Jens A1 - Tscherpel, Tabea A1 - Hiller, Benjamin A1 - Morandin, Riccardo A1 - Tischendorf, Caren T1 - A Catalog of Gas Network Models: PDEs, Coupling Conditions, and Numerical Schemes N2 - This document aims to provide a concise and clear introduction to the topic of gas flow modeling. We present several models for gas flow, organized into hierarchies based on complexity. We discuss in detail the modeling of individual components such as valves and compressors. Network model classes based on purely algebraic relations and energy-based port-Hamiltonian models are included, along with a brief overview of basic numerical methods for hyperbolic balance laws and port-Hamiltonian systems. We do not claim completeness and refer in many places to the existing literature. Y1 - N1 - This is an updated version of [P. Domschke, B. Hiller, J. Lang, V. Mehrmann, R. Morandin, and C. Tischendorf. Gas Network Modeling: An Overview. Preprint, TRR 154, 2021], available at: https://opus4.kobv.de/opus4-trr154/frontdoor/index/index/docId/411 ER -