Journal
EURO JOURNAL ON COMPUTATIONAL OPTIMIZATION
Volume 3, Issue 1, Pages 53-78Publisher
ELSEVIER
DOI: 10.1007/s13675-014-0029-0
Keywords
Mixed-integer nonlinear programming; Relaxations; Heuristics; Duality; Nonlinear network design applications
Categories
Funding
- Open Grid Europe GmbH (OGE, Essen/Germany)
- Konrad-Zuse-Fellowship
Ask authors/readers for more resources
We present a novel heuristic to identify feasible solutions of amixed-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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available