Tight Convex Relaxations for the Expansion Planning Problem

Please always quote using this URN: urn:nbn:de:0297-zib-81459
  • Secure energy transport is considered as highly relevant for the basic infrastructure of nowadays society and economy. To satisfy increasing demands and to handle more diverse transport situations, operators of energy networks regularly expand the capacity of their network by building new network elements, known as the expansion planning problem. A key constraint function in expansion planning problems is a nonlinear and nonconvex potential loss function. In order to improve the algorithmic performance of state-of-the-art MINLP solvers, this paper presents an algebraic description for the convex envelope of this function. Through a thorough computational study, we show that this tighter relaxation tremendously improve the performance of the MINLP solver SCIP on a large test set of practically relevant instances for the expansion planning problem. In particular, the results show that our achievements lead to an improvement of the solver performance for a development version by up to 58%.

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Metadaten
Author:Ralf LenzORCiD, Felipe SerranoORCiD
Document Type:ZIB-Report
Tag:Convex envelopes; Expansion planning of energy networks; Mixed-Integer Nonlinear Programming
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Date of first Publication:2021/02/09
Series (Serial Number):ZIB-Report (21-05)
ISSN:1438-0064