TY - GEN A1 - Steinbach, Marc T1 - Robust Process Control by Dynamic Stochastic Programming N2 - 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. T3 - ZIB-Report - 04-20 KW - Process control KW - random disturbance KW - multistage stochastic program KW - relatively complete recourse KW - tree-sparse NLP Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7959 ER - TY - GEN A1 - Ehrhardt, Klaus A1 - Steinbach, Marc T1 - KKT Systems in Operative Planning for Gas Distribution Networks N2 - Operative planning in gas networks with prescribed binary decisions yields large scale nonlinear programs defined on graphs. We study the structure of the KKT systems arising in interior methods and present a customized direct solution algorithm. Computational results indicate that the algorithm is suitable for optimization in small and medium-sized gas networks. T3 - ZIB-Report - 04-21 KW - KKT system KW - sparse factorization KW - large-scale nonlinear program KW - gas network KW - operative planning Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7962 ER -