Abstract
The minimization of operation costs for natural gas transport networks is studied. Based on a recently developed model hierarchy ranging from detailed models of instationary partial differential equations with temperature dependence to highly simplified algebraic equations, modeling and discretization error estimates are presented to control the overall error in an optimization method for stationary and isothermal gas flows. The error control is realized by switching to more detailed models or finer discretizations if necessary to guarantee that a prescribed model and discretization error tolerance is satisfied in the end. We prove convergence of the adaptively controlled optimization method and illustrate the new approach with numerical examples.
Similar content being viewed by others
References
Becker, R., Kapp, H., Rannacher, R.: Adaptive finite element methods for optimal control of partial differential equations: basic concept. SIAM J. Control Optim. 39, 113–132 (2000)
Biegler, L.T.: Nonlinear Programming: Concepts, Algorithms, and Applications to Chemical Processes. MOS-SIAM Series on Optimization, vol. 10. SIAM, Philadelphia (2010)
Bock, H.G., Diehl, M., Kostina, E., Schlöder, J.P.: Constrained optimal feedback control of systems governed by large differential algebraic equations. In: Biegler, L.T., et al. (eds.) Computational Science & Engineering Real-Time PDE-Constrained Optimization, pp 3–24. SIAM, Philadelphia (2007)
Brenner, S., Scott, R.: The Mathematical Theory of Finite Element Methods. Texts in Applied Mathematics, vol. 15. Springer, New York (2007)
Brockett, R.W.: Finite Dimensional Linear Systems. Classics in Applied Mathematics, vol. 74. SIAM, Philadelphia (2015)
Carstensen, C., Hoppe, R.: Convergence analysis of an adaptive nonconforming finite element method. Numer. Math. 103, 251–266 (2006)
Carstensen, C., Hoppe, R.: Error reduction and convergence for an adaptive mixed finite element method. Math. Comput. 75, 1033–1042 (2006)
Diehl, M., Bock, H. G., Schlöder, J.P.: Newton-type methods for the approximate solution of nonlinear programming problems in real-time. In: Di Pillo, G., Murli, A. (eds.) High Performance Algorithms and Software for Nonlinear Optimization, pp 177–200. Springer, Boston (2003)
Diehl, M., Bock, H.G., Schlöder, J.P.: A real-time iteration scheme for nonlinear optimization in optimal feedback control. J. Control Optim. 43, 1714–1736 (2005)
Domschke, P., Dua, A., Stolwijk, J.J., Lang, J., Mehrmann, V.: Adaptive refinement strategies for the simulation of gas flow in networks using a model hierarchy. Institut für Mathematik 2017/03, Berlin (2017)
Domschke, P., Hiller, B., Lang, J., Tischendorf, C.: Modellierung von Gasnetzwerken: Eine Übersicht Technische Universität Darmstadt. http://www3.mathematik.tu-darmstadt.de/fb/mathe/preprints.html (2017)
Dörfler, W.: A convergent adaptive algorithm for Poisson’s equation. SIAM J. Numer. Anal. 33, 1106–1124 (1996)
Feistauer, M.: Mathematical Methods in Fluid Dynamics. Pitman Monographs and Surveys in Pure and Applied Mathematics Series, vol. 67. Longman Scientific & Technical, Harlow (1993)
Fügenschuh, A., Geiler, B., Gollmer, R., Morsi, A., Pfetsch, M.E., Rövekamp, J., Schmidt, M., Spreckelsen, K., Steinbach, M.C.: Physical and technical fundamentals of gas networks. In: Koch, T., et al. (eds.) Capacities, Evaluating Gas Network, pp. 17-44. MOS-SIAM Series on Optimization. SIAM, Philadelphia (2015)
Geiler, B., Martin, A., Morsi, A., Schewe, L.: Using piecewise linear functions for solving MINLPs. In: Lee, J., Leyffer, S. (eds.) Mixed Integer Nonlinear Programming. The IMA Volumes in Mathematics and Its Applications, vol. 154, pp 287–314. Springer, New York (2012)
Geiler, B., Morsi, A., Schewe, L.: A new algorithm for MINLP applied to gas transport energy cost minimization. In: Jünger, M., Reinelt, G. (eds.) Facets of Combinatorial Optimization, pp 321–353. Springer, Berlin Heidelberg (2013)
Golub, G.H., Van Loan, C.F.: Matrix Computations. Johns Hopkins Studies in the Mathematical Sciences, 3rd edn. Johns Hopkins University Press, Baltimore, MD (1996)
Gugat, M., Hante, F.M., Hirsch-Dick, M., Leugering, G.: Stationary states in gas networks. Netw. Heterog. Media 10, 295–320 (2015)
Gugat, M., Schultz, R., Wintergerst, D.: Networks of pipelines for gas with nonconstant compressibility factor: stationary states. Comput. Appl. Math. 37, 1066–1097 (2018)
Hairer, E., Nørsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I, 2nd edn. Springer Series in Computational Mathematics, vol. 8. Springer, Berlin (1993)
Hante, F.M., Leugering, G., Martin, A., Schewe, L., Schmidt, M.: Challenges in optimal control problems for gas and fluid flow in networks of pipes and canals: from modeling to industrial applications. In: Manchanda, P., Lozi, R., Siddiqi, A. (eds.) Industrial Mathematics and Complex Systems: Emerging Mathematical Models, Methods and Algorithms. Industrial and Applied Mathematics, pp 77–122. Springer Singapore, Singapore (2017)
Joormann, I., Schmidt, M., Steinbach, M.C., Willert, B.M., et al.: What does “Feasible” mean?. In: Koch, T. (ed.) Evaluating Gas Network Capacities, pp. 211-232. MOS-SIAM Series on Optimization. SIAM, Philadelphia (2015)
Koch, T., Hiller, B., Pfetsch, M.E., Schewe, L. (eds.): Evaluating Gas Network Capacities. MOS-SIAM Series on Optimization. SIAM, Philadelphia (2015)
Kröner, A., Kunisch, K., Vexler, B.: Semismooth Newton methods for optimal control of the wave equation with control constraints. SIAM J. Control Optim. 49, 830–858 (2011)
Leykekhman, D., Vexler, B.: A priori error estimates for three dimensional parabolic optimal control problems with pointwise control. SIAM J. Control Optim. 54, 2403–2435 (2016)
Liu, F., Hager, W.W., Rao, A.V.: Adaptive mesh refinement method for optimal control using nonsmoothness detection and mesh size reduction. J. Frankl. Inst. 352, 4081–4106 (2015)
Lurie, M.V.: Modeling of Oil Product and Gas Pipeline Transportation. Wiley-VCH, Weinheim (2008)
Morse, A.S., Mayne, D.Q., Goodwin, G.C.: Applications of hysteresis switching in parameter adaptive control. IEEE Trans. Automat. Control 37, 1343–1354 (1992)
Nagy, Z., Agachi, S., Allgöwer, F., Findeisen, R., Diehl, M., Bock, H.G., Schlöder, J.P.: The tradeoff between modelling complexity and real-time feasibility in nonlinear model predictive control. In: Proceedings of the 6th World Multiconference on Systemics, Cybernetics and Informatics, SCI (2002)
Petkov, P.H., Christov, N.D., Konstantinov, M.M.: Computational Methods for Linear Control Systems. Prentice Hall International Ltd., Hertfordshire (1991)
Rose, D., Schmidt, M., Steinbach, M.C., Willert, B.M.: Computational optimization of gas compressor stations: MINLP models versus continuous reformulations. Math. Methods Oper. Res. 83, 409–444 (2016)
Schewe, L., Koch, T., Martin, A., Pfetsch, M.E.: Mathematical optimization for evaluating gas network capacities. In: Kock, T., et al. (eds.) Evaluating Gas Network Capacities. MOS-SIAM Series on Optimization, vol. 21, pp 87–102. SIAM, Philadelphia (2015)
Schmidt, M., Aßmann, D., Burlacu, R., Humpola, J., Joormann, I., Kanelakis, N., Koch, T., Oucherif, D., Pfetsch, M.E., Schewe, L., Schwarz, R., Sirvent, M.: GasLib—a library of gas network instances. Data 2017, 2 (2017). https://doi.org/10.3390/data2040040
Schmidt, M., Steinbach, M.C., Willert, B.M.: High detail stationary optimization models for gas networks. Optim. Eng. 16, 131–164 (2015)
Schmidt, M., Steinbach, M.C., Willert, B.M.: High detail stationary optimization models for gas networks: validation and results. Optim. Eng. 17, 437–472 (2016)
Stoer, J., Bulirsch, R.: Introduction to Numerical Analysis. Springer, New York (1980)
Stolwijk, J.J., Mehrmann, V.: Error analysis and model adaptivity for flows in gas networks. Anal. Stiintifice ale Univ. Ovidius Constanta. Ser. Mat Accepted for publication (2017)
Wilkinson, J.F., Holliday, D.V., Batey, E.H., Hannah, K.W.: Transient Flow in Natural Gas Transmission Systems. American Gas Association, New York (1964)
Wächter, A., Biegler, L.T.: Line search filter methods for nonlinear programming: motivation and global convergence. SIAM J. Optim. 16, 1–31 (2005)
Wächter, A., Biegler, L.T.: On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Math. Program. 106, 25–57 (2006)
Acknowledgements
This research has been performed as part of the Energie Campus Nürnberg and is supported by funding of the Bavarian State Government. The authors acknowledge funding through the DFG Transregio TRR 154, subprojects A05, B03, and B08.
Author information
Authors and Affiliations
Corresponding author
Additional information
Dedicated to Hans Georg Bock on the occasion of his 70th birthday.
Rights and permissions
About this article
Cite this article
Mehrmann, V., Schmidt, M. & Stolwijk, J.J. Model and Discretization Error Adaptivity Within Stationary Gas Transport Optimization. Vietnam J. Math. 46, 779–801 (2018). https://doi.org/10.1007/s10013-018-0303-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10013-018-0303-1
Keywords
- Gas transport optimization
- Isothermal stationary Euler equations
- Model hierarchy
- Adaptive error control
- Marking strategy