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Sufficient Pruning Conditions for MINLP in Gas Network Design

Please always quote using this URN: urn:nbn:de:0297-zib-53489
  • 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 Euros per kilometer the extension of the European pipeline network is already a multi billion Euro business. Therefore, automatic planning tools that support the decision process are desired. We model the topology extension problem in gas networks by a mixed-integer nonlinear program (MINLP). This gives rise to a so-called active transmission problem, a continuous nonlinear non-convex feasibility problem which emerges from the MINLP model by fixing all integral variables. In this article we offer novel sufficient conditions for proving the infeasibility of this active transmission problem. These conditions can be expressed in the form of a mixed-integer program (MILP), i.e., the infeasibility of a non-convex NLP can be certified by solving an MILP. These results provide an efficient bounding procedure in a branch-and-bound algorithm. Our computational results demonstrate a substantial speed-up for the necessary computations.

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Author:Jesco Humpola
Document Type:ZIB-Report
Tag:Infeasibility Detection; Mixed-Integer Nonlinear Programming
Network Design
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Year of first publication:2015
Series (Serial Number):ZIB-Report (15-04)
Published in:Appeared in: EURO Journal on Computational Optimization
DOI:https://doi.org/10.1007/s13675-016-0077-8
Licence (German):License LogoCreative Commons - Namensnennung-Nicht kommerziell-Keine Bearbeitung
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