Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks
Natural gas is an important source of energy that is regarded as essential for achieving the politically set climate goals. In particular, gas-fired power plants are valued as flexible buffers to compensate for fluctuations in renewable electricity generation. Moreover, gas network operators face ne...
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| Формат: | Online |
| Язык: | английский |
| Опубликовано: |
FAU University Press
2025
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| Предметы: | |
| Online-ссылка: | ONIX_20251215T160703_9783961472345_25 |
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| _version_ | 1869518600825470976 |
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| author | Aßmann, Denis |
| author_browse | Aßmann, Denis |
| author_facet | Aßmann, Denis |
| author_sort | Aßmann, Denis |
| collection | Directory of Open Access Books |
| description | Natural gas is an important source of energy that is regarded as essential for achieving the politically set climate goals. In particular, gas-fired power plants are valued as flexible buffers to compensate for fluctuations in renewable electricity generation. Moreover, gas network operators face new challenges due to the liberalization of the European gas market. Under the newly introduced entry-exit market regime, gas network operators have to ensure that all possible market outcomes can be transported over the network. Hence, the operators of gas networks require new aids for decision-making under uncertain conditions such as load fluctuations or inaccuracies in physical parameters. To this end, this thesis investigates a general class of two-stage robust optimization problems using the example of gas network operations under uncertainty. Three general solution methods are developed for this problem class. The first two approaches use ideas from polynomial optimization to decide robust feasibility or infeasibility. Both procedures consider polynomial formulations that are approximated by semidefinite programs via the Lasserre relaxation hierarchy. The third approach is based on a transformation of the two-stage robust problem into a number of single-stage optimization problems. The resulting subproblems are approximated by mixed-integer linear programs. By combining this method with additional preprocessing and aggregation steps, it is demonstrated that real-world problems can be solved efficiently within a short time. |
| format | Online |
| id | doab-20.500.12854ir-170267 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2025 |
| publishDateRange | 2025 |
| publishDateSort | 2025 |
| publisher | FAU University Press |
| publisherStr | FAU University Press |
| record_format | ojs |
| spelling | doab-20.500.12854ir-1702672025-12-16T05:42:42Z Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks Aßmann, Denis two-stage robust optimization mixed-integer linear optimization polynomial optimization stationary and transient gas transport optimization adjustable robust optimization thema EDItEUR::P Mathematics and Science Natural gas is an important source of energy that is regarded as essential for achieving the politically set climate goals. In particular, gas-fired power plants are valued as flexible buffers to compensate for fluctuations in renewable electricity generation. Moreover, gas network operators face new challenges due to the liberalization of the European gas market. Under the newly introduced entry-exit market regime, gas network operators have to ensure that all possible market outcomes can be transported over the network. Hence, the operators of gas networks require new aids for decision-making under uncertain conditions such as load fluctuations or inaccuracies in physical parameters. To this end, this thesis investigates a general class of two-stage robust optimization problems using the example of gas network operations under uncertainty. Three general solution methods are developed for this problem class. The first two approaches use ideas from polynomial optimization to decide robust feasibility or infeasibility. Both procedures consider polynomial formulations that are approximated by semidefinite programs via the Lasserre relaxation hierarchy. The third approach is based on a transformation of the two-stage robust problem into a number of single-stage optimization problems. The resulting subproblems are approximated by mixed-integer linear programs. By combining this method with additional preprocessing and aggregation steps, it is demonstrated that real-world problems can be solved efficiently within a short time. 2025-12-16T05:42:41Z 2025-12-16T05:42:41Z 2025-12-15T15:09:51Z 2019 book ONIX_20251215T160703_9783961472345_25 https://library.oapen.org/handle/20.500.12657/109194 9783961472345 9783961472338 https://directory.doabooks.org/handle/20.500.12854/170267 eng FAU Studies Mathematics & Physics open access image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://library.oapen.org/bitstream/20.500.12657/109194/1/9783961472345.pdf FAU University Press 10.25593/978-3-96147-234-5 10.25593/978-3-96147-234-5 2c600dea-eece-4066-87be-da335e323fdb 9783961472345 9783961472338 149 Erlangen open access |
| spellingShingle | two-stage robust optimization mixed-integer linear optimization polynomial optimization stationary and transient gas transport optimization adjustable robust optimization thema EDItEUR::P Mathematics and Science Aßmann, Denis Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks |
| title | Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks |
| title_full | Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks |
| title_fullStr | Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks |
| title_full_unstemmed | Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks |
| title_short | Exact Methods for Two-Stage Robust Optimization with Applications in Gas Networks |
| title_sort | exact methods for two stage robust optimization with applications in gas networks |
| topic | two-stage robust optimization mixed-integer linear optimization polynomial optimization stationary and transient gas transport optimization adjustable robust optimization thema EDItEUR::P Mathematics and Science |
| topic_facet | two-stage robust optimization mixed-integer linear optimization polynomial optimization stationary and transient gas transport optimization adjustable robust optimization thema EDItEUR::P Mathematics and Science |
| url | ONIX_20251215T160703_9783961472345_25 |
| work_keys_str_mv | AT aßmanndenis exactmethodsfortwostagerobustoptimizationwithapplicationsingasnetworks |