Tuesday, 15:15 - 15:40 h, Room: MA 550


Björn Geißler
A new approach for solving MINLPs applied to gas network optimization

Coauthors: Alexander Martin, Antonio Morsi, Lars Schewe


We present a new approach to solve MINLPs which is based on the
construction of MIP-relaxations of arbitrary tightness. To construct these relaxations we extend some well-known MIP-techniques for piecewise linear approximations with the aid of convex underestimators and concave overestimators such that the resulting MIP-model is a proper relaxation of the underlying MINLP. After solving these relaxations, we fix the values of the integer variables and solve the remaining NLP. We apply our algorithm to the gas network nomination validation problem and provide numerical evidence for its suitability on small as well as on large-scale real-life instances.


Talk 1 of the invited session Tue.3.MA 550
"Mathematical optimization for mid-term operation planning in gas networks" [...]
Cluster 18
"Optimization in energy systems" [...]


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