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A new algorithm for MINLP applied to gas transport energy cost minimization. (English) Zbl 1317.90209

Jünger, Michael (ed.) et al., Facets of combinatorial optimization. Festschrift for Martin Grötschel on the occasion of his 65th birthday. Berlin: Springer (ISBN 978-3-642-38188-1/hbk; 978-3-642-38189-8/ebook). 321-353 (2013).
Summary: In this article, we present a new algorithm for the solution of nonconvex mixed-integer nonlinear optimization problems together with an application from gas network optimization, the gas transport energy cost minimization problem. Here, the aim is to transport gas through the network at minimum operating cost. The proposed algorithm is based on the adaptive refinement of a new class of MIP-relaxations and has been developed within an industry project on gas network optimization. Since therefore the implementation is not as general as it could be, our computational results are restricted to instances from gas network optimization at this point of time. However, as these problems are real-world applications and turn out to be rather hard to solve with the aid of state-of-the-art MINLP-solvers we believe that our computational results reveal the potential of this new approach and motivate further research on the presented techniques.
For the entire collection see [Zbl 1282.90010].

MSC:

90C11 Mixed integer programming
90C26 Nonconvex programming, global optimization
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