A twist on SLP algorithms for NLP and MINLP problems: an application to gas transmission networks

摘要

This paper presents a modification of classic SLP algorithms for the resolution of NLP and MINLP problems, and does it with a clear application in mind: optimization of gas transmission networks. The SLP-NTR and 2-step SLP algorithms we present have been developed within the collaboration with a company of the gas industry and thoroughly tested with real problems in this field. Here we present a comparison of their performance with that of classic SLP algorithms and state of the art solvers. Importantly, to provide some foundations for the potential applicability of these new algorithms to general NLP and MINLP problems, we present a theoretical analysis of their properties.