Sufficient pruning conditions for MINLP in gas network design

Jesco Humpola () and Felipe Serrano ()
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Jesco Humpola: Zuse Institute Berlin
Felipe Serrano: Zuse Institute Berlin

EURO Journal on Computational Optimization, 2017, vol. 5, issue 1, No 9, 239-261

Abstract: Abstract 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 optimization 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. 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 continuous nonlinear program (NLP) can be certified by solving an MILP. This result provides an efficient pruning procedure in a branch-and-bound algorithm. Our computational results demonstrate a substantial speedup for the necessary computations.

Keywords: Network design; Mixed-integer nonlinear programming; Infeasibility detection; 90C11; 90C26; 90C30; 90C90 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s13675-016-0077-8

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