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The Coolest Path Problem
(2009)

We introduce the coolest path problem, which is a mixture of two well-known problems from distinct mathematical fields. One of them is the shortest path problem from combinatorial optimization. The other is the heat conduction problem from the field of partial differential equations. Together, they make up a control problem, where some geometrical object traverses a digraph in an optimal way, with constraints on intermediate or the final state. We discuss some properties of the problem and present numerical solution techniques. We demonstrate that the problem can be formulated as a linear mixed-integer program. Numerical solutions can thus be achieved within one hour for instances with up to 70 nodes in the graph.

The Coolest Path Problem
(2010)

The development of mathematical simulation and optimization models and algorithms for solving gas transport problems is an active field of research. In order to test and compare these models and algorithms, gas network instances together with demand data are needed. The goal of GasLib is to provide a set of publicly available gas network instances that can be used by researchers in the field of gas transport. The advantages are that researchers save time by using these instances and that different models and algorithms can be compared on the same specified test sets. The library instances are encoded in an XML format. In this paper, we explain this format and present the instances that are available in the library.

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.

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.

The different approaches to solve the validation of nomination problem presented in the previous chapters are evaluated computationally in this chapter. Each approach is analyzed individually, as well as the complete solvers for these problems. We demonstrate that the presented approaches can successfully solve large-scale real-world instances.

Since 2005, the gas market in the European Union is liberalized and the trading of natural gas is decoupled from its transport. The transport is done by so-called transmissions system operators or TSOs. The market model established by the European Union views the gas transmission network as a black box, providing shippers (gas traders and consumers) the opportunity to transport gas from any entry to any exit. TSOs are required to offer maximum independent capacities at each entry and exit such that the resulting gas flows can be realized by the network without compromising security of supply. Therefore, evaluating the available transport capacities is extremely important to the TSOs.
This paper gives an overview of the toolset for evaluating gas network capacities that has been developed within the ForNe project, a joint research project of seven research partners initiated by Open Grid Europe, Germany's biggest TSO. While most of the relevant mathematics is described in the book "Evaluating Gas Network Capacities", this article sketches the system as a whole, describes some developments that have taken place recently, and gives some details about the current implementation.

Perspectives
(2015)