Convex Relaxations for Gas Expansion Planning

Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutions to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal soluutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solutions

Using Functional Programming to recognize Named Structure in an Optimization Problem: Application to Pooling

Branch-and-cut optimization solvers typically apply generic algorithms, e.g., cutting planes or primal heuristics, to expedite performance for many mathematical optimization problems. But solver software receives an input optimization problem as vectors of equations and constraints containing no structural information. This article proposes automatically detecting named special structure using the pattern matching features of functional programming. Specifically, we deduce the industrially-relevant nonconvex nonlinear Pooling Problem within a mixed-integer nonlinear optimization problem and show that we can uncover pooling structure in optimization problems which are not pooling problems. Previous work has shown that preprocessing heuristics can find network structures; we show that we can additionally detect nonlinear pooling patterns. Finding named structures allows us to apply, to generic optimization problems, cutting planes or primal heuristics developed for the named structure. To demonstrate the recognition algorithm, we use the recognized structure to apply primal heuristics to a test set of standard pooling problems

A Framework for Globally Optimizing Mixed-Integer Signomial Programs

Mixed-integer signomial optimization problems have broad applicability in engineering. Extending the Global Mixed-Integer Quadratic Optimizer, GloMIQO (Misener, Floudas in J. Glob. Optim., 2012. doi:10.1007/s10898-012-9874-7), this manuscript documents a computational framework for deterministically addressing mixed-integer signomial optimization problems to ε-global optimality. This framework generalizes the GloMIQO strategies of (1) reformulating user input, (2) detecting special mathematical structure, and (3) globally optimizing the mixed-integer nonconvex program. Novel contributions of this paper include: flattening an expression tree towards term-based data structures; introducing additional nonconvex terms to interlink expressions; integrating a dynamic implementation of the reformulation-linearization technique into the branch-and-cut tree; designing term-based underestimators that specialize relaxation strategies according to variable bounds in the current tree node. Computational results are presented along with comparison of the computational framework to several state-of-the-art solvers. © 2013 Springer Science+Business Media New York