Andreas Grothey and Ken McKinnon
Technical Report MS 00-005
Abstract
Low pressure oil wells can be made to flow by the injection of gas
into the well. The resulting flow from the well increases
discontinuously with the amount of gas injected. A common way to model
this is by introducing integer variables which results in a MINLP
formulation. Such a problem can be solved efficiently by a specialised
Branch \& Bound code. However for more than about 200 wells a
complete search of the Branch \& Bound tree becomes intractable. In
this report we show that problems with a certain structure can be
solved by different decomposition methods, one of which uses a bundle
method to solve the resulting master problem. Improvements of the
solution times up to a factor of 100 were observed on the largest
problems which could be solved without decomposition, and problems
with 1000 wells were solved by the decomposition method. We also
show that there is substantial scope for the parallelization of such a
method.
Key words:
Decomposition, Bundle methods, optimization, SQP, MINLP
Text
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