The operative planning problem in natural gas distribution networks is addressed. An optimization model focusing on the governing P D E and other nonlinear aspects is presented together with aâ€¦ (More)

This paper presents a new approach to the numerical solution of boundary value problems for higher index diierential algebraic equations. Invariants known for the original DAE as well as invariantsâ€¦ (More)

Dynamic stochastic programs are prototypical for optimization problems with an inherent tree structure inducing characteristic sparsity patterns in the K K T systems of interior methods. We proposeâ€¦ (More)

Operative planning in gas distribution networks leads to large-scale mixedinteger optimization problems involving a hyperbolic PDE defined on a graph. We consider the NLP obtained under prescribedâ€¦ (More)

Mean-variance portfolio analysis provided the first quantitative treatment of the tradeoff between profit and risk. We describe in detail the interplay between objective and constraints in a numberâ€¦ (More)

The topic of this paper is minimum cost operative planning of pressurized water supply networks over a finite horizon and under reliable demand forecast. Since this is a very hard problem, it isâ€¦ (More)

Due to strict regulatory rules in combination with complex nonlinear physics, major gas network operators in Germany and Europe face hard planning problems that call for optimization. In part 1 ofâ€¦ (More)

Unnecessarily conservative behavior of standard process control techniques can be avoided by stochastic programming models when the distribution of random disturbances is known. In an earlier studyâ€¦ (More)

Scenario tree models of stochastic programs arise naturally under standard nonanticipativity assumptions. We demonstrate how tree-sparse programs cover the general case, with arbitrary informationâ€¦ (More)