A primal heuristic for optimizing the topology of gas networks based on dual information

We present a novel heuristic to identify feasible solutions of a mixed-integer nonlinear programming problem arising in natural gas transportation: the selection of new pipelines to enhance the network’s capacity to a desired level in a cost-efficient way. We solve this problem in a linear programmi...

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Bibliographic Details
Main Authors: Jesco Humpola, Armin Fügenschuh, Thomas Lehmann
Format: article
Language:EN
Published: Elsevier 2015
Subjects:
Online Access:https://doaj.org/article/c6b0756f4ad04f0ea2db21dd7f5fa417
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Summary:We present a novel heuristic to identify feasible solutions of a mixed-integer nonlinear programming problem arising in natural gas transportation: the selection of new pipelines to enhance the network’s capacity to a desired level in a cost-efficient way. We solve this problem in a linear programming based branch-and-cut approach, where we deal with the nonlinearities by linear outer approximation and spatial branching. At certain nodes of the branching tree, we compute a KKT point of a nonlinear relaxation. Based on the information from the KKT point we alter some of the binary variables in a locally promising way exploiting our problem-specific structure. On a test set of real-world instances, we are able to increase the chance of identifying feasible solutions by some order of magnitude compared to standard MINLP heuristics that are already built in the general-purpose MINLP solver SCIP.