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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.
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.
One quarter of Europe's energy demand is provided by natural gas distributed through a vast pipeline network covering the whole of Europe. At a cost of 1 million Euro per km extending the European pipeline network is already a multi-billion Euro business. Therefore, automatic planning tools that support the decision process are desired. Unfortunately, current mathematical methods are not capable of solving the arising network design problems due to their size and complexity. In this article, we will show how to apply optimization methods that can converge to a proven global optimal solution. By introducing a new class of valid inequalities that improve the relaxation of our mixed-integer nonlinear programming model, we are able to speed up the necessary computations substantially.
We propose an approach to solve the validation of nominations problem using mixed-integer nonlinear programming (MINLP) methods. Our approach handles both the discrete settings and the nonlinear aspects of gas physics. Our main contribution is an innovative coupling of mixed-integer (linear) programming (MILP) methods with nonlinear programming (NLP) that exploits the special structure of a suitable approximation of gas physics, resulting in a global optimization method for this type of problem.
The recently imposed new gas market liberalization rules in Germany lead to a change of business of gas network operators.
While previously network operator and gas vendor where united, they were forced to split up into independent companies.
The network has to be open to any other gas trader at the same conditions, and free network capacities have to be identified and publicly offered in a non-discriminatory way.
We show that these new paradigms lead to new and challenging mathematical optimization problems.
In order to solve them and to provide meaningful results for practice, all aspects of the underlying problems, such as combinatorics, stochasticity, uncertainty, and nonlinearity, have to be addressed.
With such special-tailored solvers, free network capacities and topological network extensions can, for instance, be determined.
The recently imposed new gas market liberalization rules in Germany lead to a change of business of gas network operators. While previously network operator and gas vendor were united, they were forced to split up into independent companies. The network has to be open to any other gas trader at the same conditions, and free network capacities have to be identified and publicly offered in a non-discriminatory way. We discuss how these changing paradigms lead to new and challenging mathematical optimization problems. This includes the validation of nominations, that asks for the decision if the network’s capacity is sufficient to transport a specific amount of flow, the verification of booked capacities and the detection of available freely allocable capacities, and the topological extension of the network with new pipelines or compressors in order to increase its capacity. In order to solve each of these problems and to provide meaningful results for the practice, a mixture of different mathematical aspects have to be addressed, such as combinatorics, stochasticity, uncertainty, and nonlinearity. Currently, no numerical solver is available that can deal with such blended problems out-of-the-box. The main goal of our research is to develop such a solver, that moreover is able to solve instances of realistic size. In this article, we describe the main ingredients of our prototypical software implementations.
Gas distribution networks are complex structures that consist of
passive pipes, and active, controllable elements such as valves and
compressors. Controlling such network means to find a suitable setting
for all active components such that a nominated amount of gas can be
transmitted from entries to exits through the network, without
violating physical or operational constraints. The control of a
large-scale gas network is a challenging task from a practical point
of view. In most companies the actual controlling process is supported
by means of computer software that is able to simulate the flow of the
gas. However, the active settings have to be set manually within such
simulation software. The solution quality thus depends on the
experience of a human planner.
When the gas network is insufficient for the transport then topology
extensions come into play. Here a set of new pipes or active elements
is determined such that the extended network admits a feasible control
again. The question again is how to select these extensions and where
to place them such that the total extension costs are
minimal. Industrial practice is again to use the same simulation
software, determine extensions by experience, add them to the virtual
network, and then try to find a feasible control of the active
elements. The validity of this approach now depends even more on the
human planner.
Another weakness of this manual simulation-based approach is that it
cannot establish infeasibility of a certain gas nomination, unless all
settings of the active elements are tried. Moreover, it is impossible
to find a cost-optimal network extension in this way.
In order to overcome these shortcomings of the manual planning
approach we present a new approach, rigorously based on mathematical
optimization. Hereto we describe a model for finding feasible
controls and then extend this model such that topology extensions can
additionally and simultaneously be covered. Numerical results for real-world instances are presented and
discussed.
Gas distribution networks are complex structures that consist of passive pipes, and active, controllable elements such as valves and compressors. Controlling such network means to find a suitable setting for all active components such that a nominated amount of gas can be transmitted from entries to exits through the network, without violating physical or operational constraints. The control of a large-scale gas network is a challenging task from a practical point of view. In most companies the actual controlling process is supported by means of computer software that is able to simulate the flow of the gas. However, the active settings have to be set manually within such simulation software. The solution quality thus depends on the experience of a human planner. When the gas network is insufficient for the transport then topology extensions come into play. Here a set of new pipes or active elements is determined such that the extended network admits a feasible control again. The question again is how to select these extensions and where to place them such that the total extension costs are minimal. Industrial practice is again to use the same simulation software, determine extensions by experience, add them to the virtual network, and then try to find a feasible control of the active elements. The validity of this approach now depends even more on the human planner. Another weakness of this manual simulation-based approach is that it cannot establish infeasibility of a certain gas nomination, unless all settings of the active elements are tried. Moreover, it is impossible to find a cost-optimal network extension in this way. In order to overcome these shortcomings of the manual planning approach we present a new approach, rigorously based on mathematical optimization. Hereto we describe a model for finding feasible controls and then extend this model such that topology extensions can additionally and simultaneously be covered. Numerical results for real-world instances are presented and discussed.
We consider a nonlinear nonconvex network design problem that arises, for example, in natural gas or water transmission networks. Given is such a network with active and passive components, that is, valves, compressors, control valves (active) and pipelines (passive), and a desired amount of flow at certain specified entry and exit nodes in the network. The active elements are associated with costs when used. Besides flow conservation constraints in the nodes, the flow must fulfill nonlinear nonconvex pressure loss constraints on the arcs subject to potential values (i.e., pressure levels) in both end nodes of each arc. The problem is to compute a cost minimal setting of the active components and numerical values for the flow and node potentials. We examine different (convex) relaxations for a subproblem of the design problem and benefit from them within a branch-and-bound approach. We compare different approaches based on nonlinear optimization numerically on a set of test instances.
We consider a nonlinear nonconvex network flow problem that arises, for example, in natural gas or water transmission networks. Given is such network with active and passive components, that is, valves, compressors, pressure regulators (active) and pipelines (passive), and a desired amount of flow at certain specified entry and exit nodes of the network. Besides flow conservation constraints in the nodes the flow must fulfill nonlinear nonconvex pressure loss constraints on the arcs subject to potential values (i.e., pressure levels) in both end nodes of each arc. The problem is how to numerically compute this flow and pressures. We review an existing approach of Maugis (1977) and extend it to the case of networks with active elements (for example, compressors). We further examine different ways of relaxations for the nonlinear network flow model. We compare different approaches based on nonlinear optimization numerically on a set of test instances.