OPTIMIZATION OF INVESTMENTS IN GAS NETWORKS

Les reseaux de transport de gaz naturel necessitent des investissements tres importants pour faire face a une demande toujours croissante en energie et pour satisfaire des contraintes reglementaires de plus en plus importantes. En effet, la liberalisation des marches gaziers a impose aux operateurs de transport de gaz, d’une part, des regles de transparence d’un monopole naturel pour justifier leurs depenses et, in fine, leurs tarifs, et , d’autre part, des objectifs de fluidification du marche afin de faciliter l’acces a la concurrence des clients finaux. Ces investissements majeurs justifient l’utilisation de techniques d’optimisation permettant de reduire leurs couts. Vu la presence de choix discrets (choix de la localisation des investissements, choix limite de capacites supplementaires, planification temporelle) en combinaison avec des contraintes physiques non lineaires (representant la relation entre l’´ecoulement et les pressions dans les canalisations ou la plage de fonctionnement des compresseurs), les programmes a resoudre sont des programmes d’optimisation non lineaires en nombres entiers (PNLNE) de grandes tailles. Ce type de programmes etant connu pour etre particulierement difficile a resoudre en temps polynomial (NP-difficile), des methodes avancees d’optimisation doivent etre mises en oeuvre pour obtenir des reponses realistes. Les objectifs de cette these sont au nombre de trois. Il s’agit d’abord de proposer une modelisation des problemes d’investissement dans les reseaux de transport de gaz a partir des motivations du monde industriel. Il s’agit ensuite d’identifier les methodes et algorithmes les plus adequats pour resoudre les problemes ainsi formulees. Il s’agit enfin d’evaluer les avantages et les inconvenients de ces methodes a l’aide d’applications numeriques sur des cas reels.

[1]  Sj van Vuuren,et al.  Application of genetic algorithms - Determination of the optimal pipe diameters , 2002 .

[2]  Frode Rømo,et al.  Optimization Models for the Natural Gas Value Chain , 2007, Geometric Modelling, Numerical Simulation, and Optimization.

[3]  Yves Smeers,et al.  The simplex algorithm extended to piecewise linearly constrained problems II: an application to the gas transmission problem , 1991 .

[4]  F. Kelly,et al.  Braess's paradox in a loss network , 1997, Journal of Applied Probability.

[5]  Nathan Parker,et al.  Using Natural Gas Transmission Pipeline Costs to Estimate Hydrogen Pipeline Costs , 2004 .

[6]  Alireza Kabirian,et al.  A strategic planning model for natural gas transmission networks , 2007 .

[7]  B. Calvert,et al.  Braess's paradox and power-law nonlinearities in networks , 1993, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.

[8]  Tim Roughgarden,et al.  On the severity of Braess's Paradox: Designing networks for selfish users is hard , 2006, J. Comput. Syst. Sci..

[9]  R. Horst,et al.  Global Optimization: Deterministic Approaches , 1992 .

[10]  Dimitri P. Solomatine,et al.  Application of global optimization to the design of pipe networks , 2000 .

[11]  T. W. Gedra,et al.  Natural gas and electricity optimal power flow , 2003, 2003 IEEE PES Transmission and Distribution Conference and Exposition (IEEE Cat. No.03CH37495).

[12]  Tony Cleveland,et al.  Pipeline Optimization by Computer Simulation , 2000 .

[13]  J. J. Maugis Étude de réseaux de transport et de distribution de fluide , 1977 .

[14]  Kjetil Trovik Midthun,et al.  Optimization models for liberalized natural gas markets , 2007 .

[15]  Suming Wu,et al.  Model relaxations for the fuel cost minimization of steady-state gas pipeline networks , 2000 .

[16]  Sita Bhaskaran,et al.  Optimal Design of Gas Pipeline Networks , 1979 .

[17]  Andrzej J. Osiadacz,et al.  Optimization of Pipe Sizes For Distribution Gas Network Design , 1995 .

[18]  Y. Smeers,et al.  The Gas Transmission Problem Solved by an Extension of the Simplex Algorithm , 2000 .

[19]  Thomas F. Edgar,et al.  Optimal Design of Gas Transmission Networks , 1978 .

[20]  Yves Smeers,et al.  Optimal Dimensioning of Pipe Networks with Application to Gas Transmission Networks , 1996, Oper. Res..

[21]  Festus O. Olorunniwo,et al.  OPTIMAL CAPACITY EXPANSION POLICY FOR NATURAL GAS TRANSMISSION NETWORKS—A DECOMPOSITION APPROACH , 1982 .

[22]  Anna Nagurney,et al.  On a Paradox of Traffic Planning , 2005, Transp. Sci..

[23]  Alexander Martin,et al.  Mixed Integer Models for the Stationary Case of Gas Network Optimization , 2006, Math. Program..

[24]  A. Barrett Network Flows and Monotropic Optimization. , 1984 .

[26]  Jianzhong Zhang,et al.  A Bilevel Programming Method for Pipe Network Optimization , 1996, SIAM J. Optim..

[27]  C. M. Shetty,et al.  Nonlinear Programming - Theory and Algorithms, Second Edition , 1993 .

[28]  Firooz Tabkhi,et al.  Optimisation de réseaux de transport de gaz , 2007 .

[29]  Zdenek Vostrý,et al.  A universal dynamic simulation model of gas pipeline networks , 1984, IEEE Transactions on Systems, Man, and Cybernetics.

[30]  Kenneth Steiglitz,et al.  Optimal Design of Offshore Natural-Gas Pipeline Systems , 1970, Oper. Res..

[31]  J. N. Hagstrom,et al.  Characterizing Braess's paradox for traffic networks , 2001, ITSC 2001. 2001 IEEE Intelligent Transportation Systems. Proceedings (Cat. No.01TH8585).

[32]  Kun-Mao Chao,et al.  Spanning trees and optimization problems , 2004, Discrete mathematics and its applications.

[33]  Kaj Madsen,et al.  Optimization of pipe networks , 1991, Math. Program..

[34]  Ali Ridha Mahjoub,et al.  Steiner trees and polyhedra , 2001, Discret. Appl. Math..

[35]  Christopher Yang,et al.  Determining the lowest-cost hydrogen delivery mode , 2007 .

[36]  Claude M. Penchina,et al.  The Braess paradox in mechanical, traffic, and other networks , 2003 .

[37]  Scott A. Malcolm,et al.  Robust Optimization for Power Systems Capacity Expansion under Uncertainty , 1994 .

[38]  Thomas Halfmann,et al.  Automated Model Reduction of Complex Gas Pipeline Networks , 2004 .

[39]  丸山 徹 Convex Analysisの二,三の進展について , 1977 .

[40]  H. Golshan,et al.  Pipeline Design & Construction: A Practical Approach, Third Edition , 2000 .

[41]  J. Frédéric Bonnans,et al.  Optimization of capacity expansion planning for gas transportation networks , 2009, Eur. J. Oper. Res..

[42]  Pierre Hansen,et al.  An Oil Pipeline Design Problem , 2003, Oper. Res..

[43]  Jean Louis Laurière Éléments de programmation dynamique , 1979 .

[44]  Jean Andre,et al.  Increasing the Network Capacity: Is It Always the Best Choice? , 2008 .

[45]  Arend de Groot,et al.  Hydrogen infrastructure development in The Netherlands , 2007 .

[46]  Peter Kubat,et al.  A multi-period network design problem for cellular telecommunication systems , 2001, Eur. J. Oper. Res..

[47]  Tom van der Hoeven,et al.  Math in gas and the art of linearization , 2004 .

[48]  R. Ouziaux,et al.  Mécanique des fluides appliquée , 1967 .

[49]  李幼升,et al.  Ph , 1989 .

[50]  G. Keady The Colebrook-white Formula for Pipe Networks , 1995 .

[51]  David K. Smith,et al.  Mathematical Programming: Theory and Algorithms , 1986 .

[52]  Daniel De Wolf,et al.  Optimal dimensioning of pipe networks: the new situation when the distribution and the transportation functions are disconnected , 2011, OR.

[53]  Rakesh Angira,et al.  Optimal Design of Gas Transmission Network Using Differential Evolution , 2003 .

[54]  Andrzej J. Osiadacz Osiadacz,et al.  Simulation and Analysis of Gas Networks , 1987 .

[55]  O. Mangasarian,et al.  The Fritz John Necessary Optimality Conditions in the Presence of Equality and Inequality Constraints , 1967 .

[56]  Daniel De Wolf,et al.  Solving the gas transmission problem with consideration of the compressors , 2008 .

[57]  J. Frédéric Bonnans,et al.  Optimal structure of gas transmission trunklines , 2011 .

[58]  Gérard Cornuéjols,et al.  An algorithmic framework for convex mixed integer nonlinear programs , 2008, Discret. Optim..

[59]  Joan Aldous,et al.  Networks and algorithms - an introductory approach , 1994 .

[60]  Jean Brac,et al.  Optimal Design and Dimensioning of Hydrogen Transmission Distribution Pipeline Networks , 2009 .

[61]  Patrick D. Surry,et al.  Constrained Gas Network Pipe Sizing with Genetic Algorithms , 2003 .

[62]  B. A. Murtagh,et al.  THE SOLUTION OF LARGE-SCALE GAS PIPELINE DESIGN PROBLEMS , 1982 .

[63]  Serge Domenech,et al.  Total Cost Minimization of a High-Pressure Natural Gas Network , 2009 .

[64]  Michael A. Saunders,et al.  SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization , 2002, SIAM J. Optim..

[65]  Mokhtar S. Bazaraa,et al.  Nonlinear Programming: Theory and Algorithms , 1993 .

[66]  Judith Gurney BP Statistical Review of World Energy , 1985 .

[68]  D. Katz Handbook of Natural Gas Engineering , 1959 .

[69]  O. Rentz,et al.  Integration of a hydrogen economy into the German energy system: an optimising modelling approach , 2007 .

[70]  Arkadi Nemirovski,et al.  Robust optimization – methodology and applications , 2002, Math. Program..

[71]  J. Ogden,et al.  The Hydrogen Infrastructure Transition (HIT) Model and Its Application in Optimizing a 50-year Hydrogen Infrastructure for Urban Beijing , 2006 .

[72]  J. Laherrère International Energy Agency , 2019, Secretary-General's Report to Ministers 2019.

[73]  M. Häfner Gaz naturel et production d'electricite : analyse technologique et economique de la generation d'electricite et du transport de gaz pour les pays du bassin mediterraneen , 1994 .

[74]  Patrick D. Surry,et al.  A Multi-objective Approach to Constrained Optimisation of Gas Supply Networks: the COMOGA Method , 1995, Evolutionary Computing, AISB Workshop.

[75]  S. Mather,et al.  UNITED STATES DEPARTMENT OF THE INTERIOR , 1997 .

[76]  V. Manojlović,et al.  Optimized design of a gas-distribution pipeline network , 1994 .

[77]  Dimitri P. Bertsekas,et al.  Dynamic Programming and Optimal Control, Two Volume Set , 1995 .