SearcharxivSearch

arXiv · 2308.13009

Relaxations of the Steady Optimal Gas Flow Problem for a Non-Ideal Gas

Abstract

Natural gas ranks second in consumption among primary energy sources in the United States. The majority of production sites are in remote locations, hence natural gas needs to be transported through a pipeline network equipped with a variety of physical components such as compressors, valves, etc. Thus, from the point of view of both economics and reliability, it is desirable to achieve optimal transportation of natural gas using these pipeline networks. The physics that governs the flow of natural gas through various components in a pipeline network is governed by nonlinear and non-convex equality and inequality constraints and the most general steady-flow operations problem takes the form of a Mixed Integer Nonlinear Program. In this paper, we consider one example of steady-flow operations -- the Optimal Gas Flow (OGF) problem for a natural gas pipeline network that minimizes the production cost subject to the physics of steady-flow of natural gas. The ability to quickly determine global optimal solution and a lower bound to the objective value of the OGF for different demand profiles plays a key role in efficient day-to-day operations. One strategy to accomplish this relies on tight relaxations to the nonlinear constraints of the OGF. Currently, many nonlinear constraints that arise due to modeling the non-ideal equation of state either do not have relaxations or have relaxations that scale poorly for realistic network sizes. In this work, we combine recent advancements in the development of polyhedral relaxations for univariate functions to obtain tight relaxations that can be solved within a few seconds on a standard laptop. We demonstrate the quality of these relaxations through extensive numerical experiments on very large scale test networks available in the literature and find that the proposed relaxation is able to prove optimality in 92% of the instances.

Explore related subjects

Keep this discovery

BibTeXRIS

Sai Krishna Kanth Hari, Kaarthik Sundar, Shriram Srinivasan, Russell Bent. 2023-08-24. Relaxations of the Steady Optimal Gas Flow Problem for a Non-Ideal Gas. https://arxiv.org/abs/2308.13009

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Deterministic and Random Bipartite Matching on General Networks: Convex Flow Reformulation, Asymptotic Properties, and Fast Algorithms

Minimum-distance bipartite matching on general networks has numerous applications various fields. This paper first focuses on deterministic problems and presents an exact edgewise-separable convex-flow reformulation. By introducing a smooth monotone rearrangement approximation of the edge-wise imbalance profiles, the convex-flow reformulation's can be solved efficiently. If we further conduct a first-order resistance-based approximation of the convex program, a one-step Laplacian-based estimator can be analytically derived in closed forms. The paper also studies random problems where supply and demand points are randomly distributed. We show that the expected optimal matching distance scales with the square root of the number of points if the supply/demand point distributions are identical, or linearly otherwise. In the former case, the optimal flow is proven to be centered, symmetric, and sub-Gaussian. In the latter case, the limiting resistance network characterizes how supply-demand imbalance is redistributed and motivates a fast algorithm that approximate the optimal flow based on the limiting resistance. Numerical experiments show that the proposed estimators closely approximate the exact matching cost while substantially reducing computation time. The proven theoretical properties of the random matching solution are numerically verified by large-scale Monte Carlo simulations.

math.OC

Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error. This paper studies latent distributional heterogeneity, where each instance has an unobserved law but contributes only one observation, so uncertainty persists even if the mixture law is known. We propose Conformal-DRO, which uses nested conformal regions to construct an ambiguity set for the future latent law. Under exchangeability, the set covers this law with probability at least $1-\alpha$ in finite samples, without estimating underlying latent laws or their mixing mechanism. The conformal path induces a data-driven transport geometry, while $\alpha$ determines the radius. The worst-case problem reduces to a finite linear program over conformal shells and admits sparse adversarial solutions. The resulting robust value provides a finite-sample certificate for the selected decision's expected cost.

math.OC

The best approximation tuple: an extension of the Cheney-Goldstein algorithm and results to the multiple sets case

In this paper we extend the algorithm and several results published in the celebrated 1959 paper of Cheney and Goldstein about the best approximation pair (BAP) problem in two separate directions. One is the consideration of more than two sets. The other is the ability to handle each set as an intersections of a finite family of sets. We call the resulting problem the "Best Approximation Tuple (BAT) problem". The fundamental observation that leads to this generalizations is to recognize and handle one set (the "pivot set") as different from the remaining sets (the "satellite sets") instead of seeking cycles as the minimizers of a target functional. This enable us to overcome a certain theoretical obstacle related to cycles and minimizers of general functionals. We prove the convergence of the algorithm to the unique solution of the problem in the Euclidean case with strictly convex and compact satellite sets. Because of the lack of Fej\'er monotonicity, our convergence analysis is not standard, and is based on almost unknown properties of orthogonal projections regarding equality and inequality in the definition of nonexpansiveness.

math.OC