On probabilistic capacity maximization in a stationary gas network. (3rd March 2020)

• Record Type: Journal Article
• Authors: Heitsch, Holger
• Is Part Of: Optimization. Volume 69:Number 3(2020)
• Page Start: 575
• Page End: 604
• Publication Date: 2020-03-03
• Subjects: Stationary gas networks -- booked capacities -- probabilistic constraints -- constraint qualification -- spheric-radial decomposition; 90B15 -- 90C15; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2019.1625353
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: The question for the capacity of a given gas network appears as an essential question that network operators and political administrations are regularly faced with. In that context, we present a novel mathematical approach in order to assist gas network operators in managing increasing uncertainty with respect to customers gas nominations and in exposing free network capacities while reliability of transmission and supply is taken into account. The approach is based on the rigorous examination of optimization problems with nonlinear probabilistic constraints. As consequence we deal with solving a problem belonging to the class of probabilistic/robust optimization problems, which can be formulated with some joint probabilistic constraint over an infinite system of random inequalities. We will show that the inequality system can be reduced to a finite one in the situation of considering a tree network topology. A detailed study of the problem of maximizing bookable capacities in a stationary gas network is presented. The focus will be on both the theoretical and numerical side. The analytical part consists in introducing and validating a generalized version of the known rank two constraint qualification. The results are important in order to solve the capacity problem numerically.