On probabilistic capacity maximization in a stationary gas network

DOI10.1080/02331934.2019.1625353zbMath1431.90039OpenAlexW2951762099WikidataQ127734879 ScholiaQ127734879MaRDI QIDQ5217257

Holger Heitsch

Publication date: 24 February 2020

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2019.1625353

zbMATH Keywords

constraint qualificationspheric-radial decompositionprobabilistic constraintsbooked capacitiesstationary gas networks

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15)

Related Items (11)

Gradient formulae for probability functions depending on a heterogenous family of constraints ⋮ On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints ⋮ Optimization under Rare Chance Constraints ⋮ Derivatives of probability functions: unions of polyhedra and elliptical distributions ⋮ Convexity and starshapedness of feasible sets in stationary flow networks ⋮ Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation ⋮ Generalized gradients for probabilistic/robust (probust) constraints ⋮ Consequences of Uncertain Friction for the Transport of Natural Gas through Passive Networks of Pipelines ⋮ Joint model of probabilistic-robust (probust) constraints applied to gas network optimization ⋮ On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints ⋮ Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets

Cites Work

• On the quantification of nomination feasibility in stationary gas networks with random load
• Solving joint chance constrained problems using regularization and Benders' decomposition
• Computation of multivariate normal and \(t\) probabilities
• A joint model of probabilistic/robust constraints for gas transport management in stationary networks
• Joint model of probabilistic-robust (probust) constraints applied to gas network optimization
• Evaluating Gas Network Capacities
• Validation of nominations in gas network optimization: models, methods, and solutions
• Differentiability of probability function
• Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
• (Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution
• Subroutines for computing normal probabilities of sets -- computer experiences
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