WIAS Preprint No. 2540, (2018)

On probabilistic capacity maximization in a stationary gas network



Authors

  • Heitsch, Holger

2010 Mathematics Subject Classification

  • 90B15 90C15 90C26

Keywords

  • Stationary gas networks, random nominations, booked capacities, probabilistic constraints, robust constraints, constraint qualification, espheric-radial decomposition

DOI

10.20347/WIAS.PREPRINT.2540

Abstract

The question for the capacity of a given gas network, i.e., determining the maximal amount of gas that can be transported by a given 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 to assist gas network operators in managing uncertainty with respect to the demand and in exposing free network capacities while increasing reliability of transmission and supply. The approach is based on the rigorous examination of optimization problems with nonlinear probabilistic constraints. As consequence we deal with solving an optimization problem with joint probabilistic constraints 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 free booked capacities in a stationary gas network is presented that comes up with an algebraic model involving Kirchhoff's first and second laws. The focus will be on both the theoretical and numerical side. We are going to validate a kind of rank two constraint qualification implying the differentiability of the considered capacity problem. At the numerical side we are going to solve the problem using a projected gradient decent method, where the function and gradient evaluations of the probabilistic constraints are performed by the approach of spheric-radial decomposition applied for multivariate Gaussian random variables and more general distributions.

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