Description
This example illustrates the use of nonlinear mixed-integer programming. This problem is a variation of the gams library model water (SEQ=68). This example illustrates the use of nonlinear programming in the design of water distribution systems. The model captures the main features of an actual application for a city in Indonesia.
Small Model of Type : MINLP
Category : GAMS Model library
Main file : waterx.gms
$title Design of a Water Distribution Network (WATERX,SEQ=125)
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This example illustrates the use of nonlinear mixed-integer
programming. This problem is a variation of the gams library model
water (SEQ=68). This example illustrates the use of nonlinear
programming in the design of water distribution systems. The model
captures the main features of an actual application for a city in
Indonesia.
Brooke, A, Drud, A S, and Meeraus, A, Modeling Systems and Nonlinear
Programming in a Research Environment. In Ragavan, R, and Rohde, S M,
Eds, Computers in Engineering, Vol. III. ACME, 1985.
Drud, A S, and Rosenborg, A, Dimensioning Water Distribution Networks.
Masters thesis, Institute of Mathematical Statistics and Operations
Research, Technical University of Denmark, 1973. (in Danish)
Keywords: mixed integer nonlinear programming, network problem, water
distribution, engineering
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Set
n 'nodes' / nw 'north west reservoir'
e 'east reservoir'
cc 'central city'
w 'west'
sw 'south west'
s 'south'
se 'south east'
n 'north' /
a(n,n) 'arcs (arbitrarily directed)'
/ nw.(w,cc,n), e.(n,cc,s,se), cc.(w,sw,s,n), s.se, s.sw, sw.w /
rn(n) 'reservoirs' / nw, e /
dn(n) 'demand nodes';
dn(n) = yes;
dn(rn) = no;
display dn;
Alias (n,np);
Table node(n,*) 'node data'
demand height x y supply wcost pcost
* m**3/sec m over base m m m**3/sec rp/m**3 rp/m**4
nw 6.50 1200 3600 2.500 0.20 1.02
e 3.25 4000 2200 6.000 0.17 1.02
cc 1.212 3.02 2000 2300
w 0.452 5.16 750 2400
sw 0.245 4.20 900 1200
s 0.652 1.50 2000 1000
se 0.252 0.00 4000 900
n 0.456 6.30 3700 3500;
Parameter dist(n,n) 'distance between nodes (m)';
dist(a(n,np)) = sqrt(sqr(node(n,"x") - node(np,"x")) + sqr(node(n,"y") - node(np,"y")));
display dist;
Scalar
dpow 'power on diameter in pressure loss equation' / 5.33 /
qpow 'power on flow in pressure loss equation' / 2.00 /
dmin 'minimum diameter of pipe' / 0.15 /
dmax 'maximum diameter of pipe' / 2.00 /
hloss 'constant in the pressure loss equation' / 1.03e-3 /
dprc 'scale factor in the investment cost equation' / 6.90e-2 /
cpow 'power on diameter in the cost equation' / 1.29 /
r 'interest rate' / 0.10 /
maxq 'bound on qp and qn' / 2.00 /
davg 'average diameter (geometric mean)'
rr 'ratio of demand to supply';
davg = sqrt(dmin*dmax);
rr = sum(dn,node(dn,"demand"))/sum(rn,node(rn,"supply"));
Variable
qp(n,n) 'flow on each arc - positive (m**3 per sec)'
qn(n,n) 'flow on each arc - negative (m**3 per sec)'
d(n,n) 'pipe diameter for each arc (m)'
h(n) 'pressure at each node (m)'
s(n) 'supply at reservoir nodes (m**3 per sec)'
pcost 'annual recurrent pump costs (mill rp)'
dcost 'investment costs for pipes (mill rp)'
wcost 'annual recurrent water costs (mill rp)'
cost 'total discounted costs (mill rp)'
pen 'objective penalty';
Positive Variable qp, qn(n,np);
Binary Variable qb(n,np);
Equation
cont(n) 'flow conservation equation at each node'
loss(n,n) 'pressure loss on each arc'
peq 'pump cost equation'
deq 'investment cost equation'
weq 'water cost equation'
obj 'objective function'
dpen 'penalty definition'
qpup(n,np) 'positive bounds'
qnup(n,np) 'negative bounds';
cont(n).. sum(a(np,n), qp(a) - qn(a))
- sum(a(n,np), qp(a) - qn(a)) + s(n)$rn(n)
=e= node(n,"demand");
loss(a(n,np)).. h(n) - h(np) =e= [hloss*dist(a)*(qp(a) + qn(a))**(qpow - 1)
* (qp(a) - qn(a))/d(a)**dpow]$(qpow <> 2)
+ [hloss*dist(a)*(qp(a) + qn(a))
* (qp(a) - qn(a))/d(a)**dpow]$(qpow = 2);
qpup(a).. qp(a) =l= maxq*qb(a);
qnup(a).. qn(a) =l= maxq*(1 - qb(a));
peq.. pcost =e= sum(rn , s(rn)*node(rn,"pcost")*(h(rn) - node(rn,"height")));
deq.. dcost =e= dprc*sum((n,np)$a(n,np), dist(n,np)*d(n,np)**cpow);
weq.. wcost =e= sum(rn, s(rn)*node(rn,"wcost"));
dpen.. pen =e= sum(a, qp(a) + qn(a));
obj.. cost =e= (pcost + wcost)/r + dcost + pen;
* bounds
d.lo(n,np)$a(n,np) = dmin;
d.up(n,np)$a(n,np) = dmax;
h.lo(rn) = node(rn,"height");
h.lo(dn) = node(dn,"height") + 7.5 + 5.0*node(dn,"demand");
s.lo(rn) = 0;
s.up(rn) = node(rn,"supply");
* initial values
d.l(n,np)$a(n,np) = davg;
h.l(n) = h.lo(n) + 5.0;
s.l(rn) = node(rn,"supply")*rr;
Model network / all /;
network.domLim = 1000;
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* DICOPT requires different nonlinear optimizers to overcome some of
* the difficulties with non-convexities. This problem has a large
* number of local solutions and it is important to find a 'good'
* first nlp solution. Minos is used to find the first nlp and Conopt
* is used to solve the subsequent problems. Minos or Conopt alone are
* not able to find a good solution.
File dopt / dicopt.opt /;
put dopt;
putClose 'nlpsolver minos conopt'
/ 'nlpoptfile 0 1 ';
File copt / conopt.opt /;
put copt;
putClose 'set rtmaxj 1.0e12';
network.optFile = 1;
solve network using rminlp minimizing cost;
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solve network using minlp minimizing cost;