A Jack of all Trades? Solving stochastic mixed-integer nonlinear constraint programs

Please always quote using this URN: urn:nbn:de:0297-zib-49947
  • Natural gas is one of the most important energy sources in Germany and Europe. In recent years, political regulations have led to a strict separation of gas trading and gas transport, thereby assigning a central role in energy politics to the transportation and distribution of gas. These newly imposed political requirements influenced the technical processes of gas transport in such a way that the complex task of planning and operating gas networks has become even more intricate. Mathematically, the combination of discrete decisions on the configuration of a gas transport network, the nonlinear equations describing the physics of gas, and the uncertainty in demand and supply yield large-scale and highly complex stochastic mixed-integer nonlinear optimization problems. The Matheon project "Optimization of Gas Transport" takes the key role of making available the necessary core technology to solve the mathematical optimization problems which model the topology planning and the operation of gas networks. An important aspect of the academic impact is the free availability of our framework. As a result of several years of research and development, it is now possible to download a complete state-of-the-art framework for mixed-integer linear and nonlinear programming in source code at http://scip.zib.de

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Author:Thomas Arnold, Timo Berthold, Stefan Heinz, Stefan Vigerske, René Henrion, Martin Grötschel, Thorsten Koch, Caren Tischendorf, Werner Römisch
Document Type:ZIB-Report
Tag:gas transport optimization; mixed integer nonlinear programming
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
Date of first Publication:2014/05/13
Series (Serial Number):ZIB-Report (14-14)
Published in:Appeared in: Matheon - Mathematics for Key Technologies. EMS 2014, pp. 135-146
Licence (German):License LogoCreative Commons - Namensnennung-Keine Bearbeitung

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