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Methods for verifying booked capacities. (English) Zbl 1343.90004

Koch, Thorsten (ed.) et al., Evaluating gas network capacities. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM); Philadelphia, PA: Mathematical Optimization Society (ISBN 978-1-61197-368-6/pbk). MOS-SIAM Series on Optimization 21, 291-315 (2015).
Summary: We formalize the problem to verify the legal requirement that transport situations arising from booked capacity rights shall be technically feasible. In particular, we propose a stochastic version of the problem of verifying booked capacities together with two heuristic solution methods. These methods have been designed as decision-support tools for real-world usage by transmission system operators. Our approach is based on combining a stochastic model with an adversarial model to an overall model for the transport situations requested by the transport customers.
The first method is based on sampling to capture the stochastic information, whereas the second method uses multivariate quantiles for that purpose. Both methods generate a set of nominations that are checked for technical feasibility to arrive at an overall conclusion.
For the entire collection see [Zbl 1322.90007].

MSC:

90B06 Transportation, logistics and supply chain management
90-08 Computational methods for problems pertaining to operations research and mathematical programming

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