Robust optimization of gas networks (B06)

• Subject Area: Mathematics
• Term: since 2014
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 239904186

A focus of subproject B06 is on the development of solution methodologies that can be applied to a wide class of robust problems, such as discrete-continuous nonconvex and two-stage robust optimization models. Building upon the results of the first two phases, B06 will investigate an integration of robustness and stochasticity together with discrete-continuous decisions. The goal is to develop approaches that yield reduced conservatism compared to pure robustness as well as an uncertainty protection that goes beyond stochastic guarantees. To this end, B06 will research a currently very actively studied methodology that promises these benefits, namely distributionally robust optimization that has many applications.

• DFG Programme: CRC/Transregios
• Subproject of: TRR 154: Mathematical modelling, simulation and optimization using the example of gas networks
• Applicant Institution: Friedrich-Alexander-Universität Erlangen-Nürnberg
• Project Heads: Professorin Dr. Frauke Liers; Professor Dr. Michael Stingl