93C95 Applications
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- KKT system (1)
- Process control (1)
- gas network (1)
- large-scale nonlinear program (1)
- multistage stochastic program (1)
- operative planning (1)
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- ZIB Allgemein (2)
Unnecessarily conservative behavior of standard process control techniques can be avoided by stochastic programming models when the distribution of random disturbances is known. In an earlier study we have investigated such an approach for tank level constraints of a distillation process. Here we address techniques that have accelerated the numerical solution of the large and expensive stochastic programs by a factor of six, and then present a refined optimization model for the same application.
Operative planning in gas networks with prescribed binary decisions yields large scale nonlinear programs defined on graphs. We study the structure of the KKT systems arising in interior methods and present a customized direct solution algorithm. Computational results indicate that the algorithm is suitable for optimization in small and medium-sized gas networks.