Decomposition algorithms for global solution of deterministic and stochastic pooling problems in natural gas value chains

In this thesis, a Benders decomposition algorithm is designed and implemented to solve both deterministic and stochastic pooling problems to global optimality. Convergence of the algorithm to a global optimum is proved and then it is implemented both in GAMS and C++ to get the best performance. A series of example problems are solved, both with the proposed Benders decomposition algorithm and commercially available global optimization software to determine the validity and the performance of the proposed algorithm. Moreover, a two stage stochastic pooling problem is formulated to model the optimal capacity expansion problem in pooling networks and the proposed algorithm is applied to this problem to obtain global optimum. A number of example stochastic pooling problems are solved, both with the proposed Benders decomposition algorithm and commercially available global optimization software to determine the validity and the performance of the proposed algorithm applied to stochastic problems.

Department dc:contributor.department

Massachusetts Institute of Technology. Dept. of Mechanical Engineering.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2009

Author dc:creator

• Armagan, Emre

Advisor dc:contributor.advisor

• Paul I. Barton and Stephen C. Graves.

• Mechanical Engineering.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/46629

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/46629