@article{PfetschFuegenschuhGeissleretal., author = {Pfetsch, Marc and F{\"u}genschuh, Armin and Geißler, Bj{\"o}rn and Geißler, Nina and Gollmer, Ralf and Hiller, Benjamin and Humpola, Jesco and Koch, Thorsten and Lehmann, Thomas and Martin, Alexander and Morsi, Antonio and R{\"o}vekamp, Jessica and Schewe, Lars and Schmidt, Martin and Schultz, R{\"u}diger and Schwarz, Robert and Schweiger, Jonas and Stangl, Claudia and Steinbach, Marc and Vigerske, Stefan and Willert, Bernhard}, title = {Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions}, series = {Optimization Methods and Software}, journal = {Optimization Methods and Software}, publisher = {Taylor \& Francis}, doi = {10.1080/10556788.2014.888426}, abstract = {In this article we investigate methods to solve a fundamental task in gas transportation, namely the validation of nomination problem: Given a gas transmission network consisting of passive pipelines and active, controllable elements and given an amount of gas at every entry and exit point of the network, find operational settings for all active elements such that there exists a network state meeting all physical, technical, and legal constraints. We describe a two-stage approach to solve the resulting complex and numerically difficult feasibility problem. The first phase consists of four distinct algorithms applying linear, and methods for complementarity constraints to compute possible settings for the discrete decisions. The second phase employs a precise continuous programming model of the gas network. Using this setup, we are able to compute high quality solutions to real-world industrial instances that are significantly larger than networks that have appeared in the mathematical programming literature before.}, language = {en} } @inproceedings{MartinGeisslerHeynetal.2011, author = {Martin, Alexander and Geißler, Bj{\"o}rn and Heyn, Christine and Hiller, Benjamin and Humpola, Jesco and Koch, Thorsten and Lehmann, Thomas and Morsi, Antonio and Pfetsch, Marc and Schewe, Lars and Schmidt, Martin and Schultz, R{\"u}diger and Schwarz, Robert and Schweiger, Jonas and Steinbach, Marc and Willert, Bernhard}, title = {Optimierung Technischer Kapazit{\"a}ten in Gasnetzen}, series = {Optimierung in der Energiewirtschaft}, booktitle = {Optimierung in der Energiewirtschaft}, publisher = {VDI-Verlag, D{\"u}sseldorf}, pages = {105 -- 114}, year = {2011}, language = {en} } @misc{PfetschFuegenschuhGeissleretal., author = {Pfetsch, Marc and F{\"u}genschuh, Armin and Geißler, Bj{\"o}rn and Geißler, Nina and Gollmer, Ralf and Hiller, Benjamin and Humpola, Jesco and Koch, Thorsten and Lehmann, Thomas and Martin, Alexander and Morsi, Antonio and R{\"o}vekamp, Jessica and Schewe, Lars and Schmidt, Martin and Schultz, R{\"u}diger and Schwarz, Robert and Schweiger, Jonas and Stangl, Claudia and Steinbach, Marc and Vigerske, Stefan and Willert, Bernhard}, title = {Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions}, issn = {1438-0064}, doi = {10.1080/10556788.2014.888426}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-16531}, abstract = {In this article we investigate methods to solve a fundamental task in gas transportation, namely the validation of nomination problem: Given a gas transmission network consisting of passive pipelines and active, controllable elements and given an amount of gas at every entry and exit point of the network, find operational settings for all active elements such that there exists a network state meeting all physical, technical, and legal constraints. We describe a two-stage approach to solve the resulting complex and numerically difficult mixed-integer non-convex nonlinear feasibility problem. The first phase consists of four distinct algorithms facilitating mixed-integer linear, mixed-integer nonlinear, reduced nonlinear, and complementarity constrained methods to compute possible settings for the discrete decisions. The second phase employs a precise continuous nonlinear programming model of the gas network. Using this setup, we are able to compute high quality solutions to real-world industrial instances whose size is significantly larger than networks that have appeared in the literature previously.}, language = {en} } @misc{MartinGeisslerHaynetal., author = {Martin, Alexander and Geißler, Bj{\"o}rn and Hayn, Christine and Hiller, Benjamin and Humpola, Jesco and Koch, Thorsten and Lehmann, Thomas and Morsi, Antonio and Pfetsch, Marc and Schewe, Lars and Schmidt, Martin and Schultz, R{\"u}diger and Schwarz, Robert and Schweiger, Jonas and Steinbach, Marc and Willert, Bernhard}, title = {Optimierung Technischer Kapazit{\"a}ten in Gasnetzen}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-15121}, abstract = {Die mittel- und l{\"a}ngerfristige Planung f{\"u}r den Gastransport hat sich durch {\"A}nderungen in den regulatorischen Rahmenbedingungen stark verkompliziert. Kernpunkt ist die Trennung von Gashandel und -transport. Dieser Artikel diskutiert die hieraus resultierenden mathematischen Planungsprobleme, welche als Validierung von Nominierungen und Buchungen, Bestimmung der technischen Kapazit{\"a}t und Topologieplanung bezeichnet werden. Diese mathematischen Optimierungsprobleme werden vorgestellt und L{\"o}sungsans{\"a}tze skizziert.}, language = {de} } @misc{Steinbach, author = {Steinbach, Marc}, title = {General Information Constraints in Stochastic Programs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6502}, number = {01-24}, abstract = {Scenario tree models of stochastic programs arise naturally under standard nonanticipativity assumptions. We demonstrate how tree-sparse programs cover the general case, with \emph{arbitrary} information constraints. Detailed examples and intuitive interpretations illuminate the basic thoughts behind the abstract but elementary construction.}, language = {en} } @misc{GarridoSteinbach, author = {Garrido, Izaskun and Steinbach, Marc}, title = {A Multistage Stochastic Programming Approach in Real-Time Process Control}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6317}, number = {01-05}, abstract = {Standard model predictive control for real-time operation of industrial production processes may be inefficient in the presence of substantial uncertainties. To avoid overly conservative disturbance corrections while ensuring safe operation, random influences should be taken into account explicitly. We propose a multistage stochastic programming approach within the model predictive control framework and apply it to a distillation process with a feed tank buffering external sources. A preliminary comparison to a probabilistic constraints approach is given and first computational results for the distillation process are presented.}, language = {en} } @misc{Steinbach, author = {Steinbach, Marc}, title = {Tree-Sparse Convex Programs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6340}, number = {01-08}, abstract = {Dynamic stochastic programs are prototypical for optimization problems with an inherent tree structure inducing characteristic sparsity patterns in the KKT systems of interior methods. We propose an integrated modeling and solution approach for such tree-sparse programs. Three closely related natural formulations are theoretically analyzed from a control-theoretic viewpoint and compared to each other. Associated KKT solution algorithms with linear complexity are developed and comparisons to other interior approaches and related problem formulations are discussed.}, language = {en} } @misc{Steinbach, author = {Steinbach, Marc}, title = {On PDE Solution in Transient Optimization of Gas Networks}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8215}, number = {04-46}, abstract = {Operative planning in gas distribution networks leads to large-scale mixed-integer optimization problems involving a hyperbolic PDE defined on a graph. We consider the NLP obtained under prescribed combinatorial decisions---or as relaxation in a branch and bound framework, addressing in particular the KKT systems arising in primal-dual interior methods. We propose a custom solution algorithm using sparse local projections, based on the KKT systems' structual properties induced by the discretized gas flow equations in combination with the underlying network topology. The numerical efficiency and accuracy of the algorithm are investigated, and detailed computational comparisons with a control space method and with the multifrontal solver MA27 are provided.}, language = {en} } @misc{BurgschweigerGnaedigSteinbach, author = {Burgschweiger, Jens and Gn{\"a}dig, Bernd and Steinbach, Marc}, title = {Optimization Models for Operative Planning in Drinking Water Networks}, doi = {10.1007/s11081-008-9040-8}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8237}, number = {04-48}, abstract = {The topic of this paper is minimum cost operative planning of pressurized water supply networks over a finite horizon and under reliable demand forecast. Since this is a very hard problem, it is desirable to employ sophisticated mathematical algorithms, which in turn calls for carefully designed models with suitable properties. The paper develops a nonlinear mixed integer model and a nonlinear programming model with favorable properties for gradient-based optimization methods, based on smooth component models for the network elements. In combination with further nonlinear programming techniques (to be reported elsewhere), practically satisfactory near-optimum solutions even for large networks can be generated in acceptable time using standard optimization software on a PC workstation. Such an optimization system is in operation at Berliner Wasserbetriebe.}, language = {en} } @misc{Steinbach, author = {Steinbach, Marc}, title = {Robust Process Control by Dynamic Stochastic Programming}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7959}, number = {04-20}, abstract = {Unnecessarily conservative behavior of standard process control techniques can be avoided by stochastic programming models when the distribution of random disturbances is known. In an earlier study we have investigated such an approach for tank level constraints of a distillation process. Here we address techniques that have accelerated the numerical solution of the large and expensive stochastic programs by a factor of six, and then present a refined optimization model for the same application.}, language = {en} }