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A primal heuristic for optimizing the topology of gas networks based on dual information

  • We present a novel heuristic to identify feasible solutions of a mixed-integer nonlinear programming problem arising in natural gas transportation: the selection of new pipelines to enhance the network's capacity to a desired level in a cost-efficient way. We solve this problem in a linear programming based branch-and-cut approach, where we deal with the nonlinearities by linear outer approximation and spatial branching. At certain nodes of the branching tree, we compute a KKT point of a nonlinear relaxation. Based on the information from the KKT point we alter some of the binary variables in a locally promising way exploiting our problem-specific structure. On a test set of real-world instances, we are able to increase the chance of identifying feasible solutions by some order of magnitude compared to standard MINLP heuristics that are already built in the general-purpose MINLP solver SCIP.
Author:Jesco Humpola, Thomas Lehmann, Armin Fügenschuh
Document Type:Article
Parent Title (English):EURO Journal on Computational Optimization
First Page:53
Last Page:78
Year of first publication:2015
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