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Application of convex lexicographical optimization to the balance of GRTgaz gas grid

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Abstract

Shippers are daily users of the French gas grid. Differences between planned and effective gas demand unbalance the grid. To restore the balance, GRTgaz computes every day amounts of gas transiting on the grid. Amounts injected or withdrawn from the storages, balancing tolerances use rates are also computed. Finally, if the grid is still unbalanced, amounts of gas (associated with penalties) bought or sold to shippers are computed too. To minimize billed penalties to shippers, GRTgaz uses all these balancing facilities in a certain order. We solve a four stages lexicographical (or hierarchical) optimization program. The cost function to be minimized at each stage is convex quadratic. Lagrange multipliers are interpreted as pressures; flows try to balance pressures over the network. In the subset of nodes with zero pressure, a careful formulation of the previous stages problems is necessary in order to guarantee the robustness of computations. A numerical illustration is given.

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Authors and Affiliations

  1. Storengy, GDF Suez, 12 rue Raoul Nordling, 92270, Bois-Colombes, France

    Soizic Adam

  2. Center of Expertise in Economic Modeling and Studies, GDF Suez, 361 avenue du Président Wilson, 93210, Saint-Denis La Plaine, France

    Ruben Paraisy

  3. INRIA-Saclay and Centre de Mathématiques Appliquées (CMAP), Ecole Polytechnique, 91128, Palaiseau, France

    J. Frédéric Bonnans

  4. Gaz Electricité de Grenoble (GEG), 8 place Robert, Schuman, 38000, Grenoble, France

    Sébastien Veyrat

Authors
  1. Soizic Adam
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  2. J. Frédéric Bonnans
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  3. Ruben Paraisy
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  4. Sébastien Veyrat
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Correspondence to Soizic Adam.

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Adam, S., Bonnans, J.F., Paraisy, R. et al. Application of convex lexicographical optimization to the balance of GRTgaz gas grid. J Glob Optim 49, 415–423 (2011). https://doi.org/10.1007/s10898-010-9567-z

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  • DOI: https://doi.org/10.1007/s10898-010-9567-z

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