Energy Systems

, Volume 8, Issue 1, pp 81–101 | Cite as

Optimization techniques for the Brazilian natural gas network planning problem

  • Sergio V. B. Bruno
  • Leonardo A. M. Moraes
  • Welington de OliveiraEmail author
Original Paper


This work reports on modeling and numerical experience in solving the long-term design and operation planning problem of the Brazilian natural gas network. The considered planning problem involves a large amount of money to be invested in production, imports, shipping and delivery of natural gas for several uses in Brazil. In order to account for uncertainties related to the gas demand, mainly due to the use of gas for power production, we model the network planning problem by adopting a two-stage stochastic linear programming approach. We calculate the value of incorporating stochasticity into the problem and assess its numerical tractability in a real-life case by applying optimal scenario reduction techniques and a decomposition strategy based on bundle methods.


Stochastic programming OR in energy Natural gas Large scale optimization 



Research done during a postdoctoral visit of the third author at Instituto Nacional de Matemática Pura e Aplicada-IMPA. The authors are grateful to the reviewers for constructive suggestions that improved the original version of this article.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  • Sergio V. B. Bruno
    • 1
  • Leonardo A. M. Moraes
    • 1
  • Welington de Oliveira
    • 2
    Email author
  1. 1.PETROBRAS - Operations Research DepartmentRio de JaneiroBrazil
  2. 2.UERJ - Universidade do Estado do Rio de JaneiroRio de JaneiroBrazil

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