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able errors. Instead of using totally exact CNSs to replace the original CNSs to get a reduced MINLP, we use approximated CNSs to get an approximated MINLP. Our computations have verified the correctness of approximated MINLPs and shown that the new MINLPs are much easier to solve.

4.2 Model

4.2.1 Network description and classification

The network we are observing in this chapter is a connected subnetwork of a water supply network. Let ๐บ = (๐’ฉ,๐’œ) be a given water supply network defined in Section 2.1.1. In this chapter we work essentially with subnetworks๐บ๐‘  = (๐’ฉ๐‘ ,๐’œ๐‘ ) โŠ‚๐บwith the following properties:

โ€ข ๐’ฉ๐‘ โŠ‚ ๐’ฅ โŠ‚ ๐’ฉ contains onlyjunctions๐‘—and๐’œ๐‘ โŠ‚ ๐’ฎ โŠ‚ ๐’œcontains onlypipes๐‘Ž,

โ€ข For all๐‘–, ๐‘—โˆˆ ๐’ฉ๐‘ , if๐‘Ž= (๐‘–, ๐‘—)โˆˆ ๐’œ, then๐‘Žis a pipe and๐‘Žโˆˆ ๐’œ๐‘ ,

โ€ข There are exactly two junctions, say inflow note๐‘ and outflow note๐‘ก, which are connected to the remaining graph,

โ€ข ๐บ๐‘ is connected.

We call the graph๐บ๐‘ a semi-passive subnetwork. Later we will give the reason for the name.

After that, we can define the remaining graph๐บโ€ฒ = (๐’ฉโ€ฒ,๐’œโ€ฒ)with๐’ฉโ€ฒ = (๐’ฉ โˆ– ๐’ฉ๐‘ )โˆช {๐‘ , ๐‘ก}

and๐’œโ€ฒ =๐’œ โˆ– ๐’œ๐‘ .

An example of such a subnetwork is shown in Figure 4.1. In general, we regard the graph as an undirected graph since the flow direction in pipes is not determined. However, for formulating the constraints with mathematical programming we want to define a direction which does not prescribe the direction of flow through this element, but only indicates the meaning of a positive flow.

Recall the variables and constraints related to this subnetwork which have been introduced in the full MINLP model in Section 2.1.1. Each pipe๐‘Žcarries a signed flow๐‘„๐‘Žand on each junction๐‘—, the pressure is measured by headโ„Ž๐‘—.

Remark 4.1

As a tradition for the discussion of the network flow problems, we use๐‘ to denote the source node and๐‘กfor the sink node. As a result, we use๐‘กโ€ฒto denote time in this chapter.

Our model is a time-expanded network. We consider a planning period of length T (typically one day, i.e., 24 hours) in discrete time,๐‘กโ€ฒ = 1,2, . . . , ๐‘‡ with start time๐‘กโ€ฒ = 0. In general, the variables๐‘„๐‘Ž๐‘กโ€ฒ andโ„Ž๐‘—๐‘กโ€ฒ are time-dependent. In this chapter, we restrict attention only to these subnetworks. All related constraints are only related to one time period. Note that all constraints which are discussed in this chapter are time-independent. Thus we omit the time๐‘กโ€ฒ for all variables to simplify our discussion.

At each junction๐‘—โˆˆ ๐’ฉ๐‘ except of the two special nodes๐‘ and๐‘ก, the flow balance equation

โˆ‘๏ธ

๐‘Žโˆˆ๐›ฟโˆ’(๐‘—)

๐‘„๐‘Žโˆ’ โˆ‘๏ธ

๐‘Žโˆˆ๐›ฟ+(๐‘—)

๐‘„๐‘Žโˆ’๐ท๐‘— = 0, (2.1)

has already been defined in Section 2.1. Junctions with positive demand๐ท๐‘— >0correspond to consumers, all others satisfy๐ท๐‘— = 0.

In addition, the total inflow๐‘„๐‘ into๐‘ from the remaining graph can be defined as ๐‘„๐‘  = โˆ‘๏ธ

๐‘Ž=๐‘–๐‘ โˆˆ๐’œโ€ฒ

๐‘„๐‘Žโˆ’ โˆ‘๏ธ

๐‘Ž=๐‘ ๐‘–โˆˆ๐’œโ€ฒ

๐‘„๐‘Ž.

Similarly, the total inflow๐‘„๐‘กinto๐‘กfrom the remaining graph can be defined. With a slight modification of (2.1), we get the flow balance equations for๐‘ and๐‘ก

โˆ‘๏ธ

๐‘Ž=(๐‘–,๐‘—)โˆˆ๐’œ

๐‘„๐‘Žโˆ’ โˆ‘๏ธ

๐‘Ž=(๐‘—,๐‘–)โˆˆ๐’œ

๐‘„๐‘Ž+๐‘„๐‘— =๐ท๐‘— (4.1)

where ๐‘— = ๐‘ or๐‘— = ๐‘กand๐ท๐‘— a constant. Adding flow balance equations (2.1) for all๐‘— โˆˆ ๐’ฉ๐‘ โˆ– {๐‘ , ๐‘ก}and (4.1) for๐‘—โˆˆ {๐‘ , ๐‘ก}, it follows then

๐‘„๐‘ +๐‘„๐‘ก= โˆ‘๏ธ

๐‘—โˆˆ๐’ฉ

๐ท๐‘— =:๐ทโ‰ฅ0.

Since๐ทis a nonnegative constant, either๐‘„๐‘ or๐‘„๐‘กshould be nonnegative and one can decide the value of the other. Usually, we regard a nonzero๐‘„๐‘ or๐‘„๐‘กto be inflow if they are positive or outflow if they are negative.

To simplify our discussion, we call๐‘ the inflow node and๐‘กthe outflow node without loss of generality. Note that the signs of๐‘„๐‘ and๐‘„๐‘กare not restricted from the name of๐‘ and๐‘ก.

The flow of water through a pipe๐‘Ž= (๐‘–, ๐‘—)is a function of the pressure levelsโ„Ž๐‘–andโ„Ž๐‘— at its ends. The pressure loss along the pipe is described by the law ofDarcy-Weisbach

โ„Ž๐‘–โˆ’โ„Ž๐‘— =๐œ†๐‘Ž๐‘„๐‘Ž๐‘ก|๐‘„๐‘Ž|=๐œ†๐‘Žsgn(๐‘„๐‘Ž)๐‘„2๐‘Ž, (2.7) which has been defined in Section 2.1.

In addition, the head at each node should be no less than its geodetic height๐ป๐‘—0if the head is real:

โ„Ž๐‘— >๐ป๐‘—0. (4.2)

Consider the constraints ((2.1), (2.7), (4.1)) related to a given semi-passive subnetwork๐บ๐‘ , the head variablesโ„Ž๐‘— do not appear in ((2.1), (4.1)) and only appear pairwise in (2.7). For any solution of constraints ((2.1), (2.7), (4.1), (4.2)), increasing the head at every node byโ„Žโ€ฒ>0will construct a new solution since all increasedโ„Ž๐‘—will fulfill the constraints ((2.7), (4.2)) as well.

4.2 Model

Remark 4.2

To model the full water network we need additional constraints for the operation of compo-nents pumps, valves, reservoirs and tanks. In this chapter, we first restrict our attention to subnetworks that do not contain these components. Therefore the constraints above suffice to model the behavior of these subnetworks. For a full description of the overall subnetwork see e.g., [GHHV12; Hua11; BGS05].

In the following discussion we ignore the constraints (4.2) first and consider them again at the end of this section.

4.2.2 Unique solvability

In the following, we are concerned with solving the constrained nonlinear system CNS(๐บ๐‘ ).

Definition 4.3 (CNS(๐บ๐‘ ))

Given a semi-passive network ๐บ๐‘ , we define CNS(๐บ๐‘ ) as a constrained nonlinear system containing constraints ((2.1), (2.7), (4.1)) and setโ„Ž๐‘ = 0. They are summarized as

โˆ‘๏ธ

๐‘Žโˆˆ๐›ฟโˆ’(๐‘—)

๐‘„๐‘Žโˆ’ โˆ‘๏ธ

๐‘Žโˆˆ๐›ฟ+(๐‘—)

๐‘„๐‘Žโˆ’๐ท๐‘— = 0 for all๐‘—โˆˆ ๐’ฉ๐‘ โˆ– {๐‘ , ๐‘ก},

โˆ‘๏ธ

๐‘Ž=(๐‘–,๐‘—)โˆˆ๐’œ

๐‘„๐‘Žโˆ’ โˆ‘๏ธ

๐‘Ž=(๐‘—,๐‘–)โˆˆ๐’œ

๐‘„๐‘Ž+๐‘„๐‘— โˆ’๐ท๐‘— = 0 for all๐‘— โˆˆ {๐‘ , ๐‘ก}, โ„Ž๐‘–โˆ’โ„Ž๐‘— =๐œ†๐‘Ž๐‘„๐‘Ž๐‘ก|๐‘„๐‘Ž| โˆ’๐œ†๐‘Žsgn(๐‘„๐‘Ž)๐‘„2๐‘Ž= 0 for all๐‘Ž= (๐‘–, ๐‘—)โˆˆ ๐’œ๐‘ ,

โ„Ž๐‘  = 0

โŽซ

โŽชโŽช

โŽชโŽช

โŽชโŽช

โŽชโŽช

โŽชโŽฌ

โŽชโŽช

โŽชโŽช

โŽชโŽช

โŽชโŽช

โŽชโŽญ

(CNS(๐บ๐‘ ))

As we discussed above, the head variablesโ„Ž๐‘—appear pairwise in CNS(๐บ๐‘ ). To eliminate solutions which have the same value of๐‘„๐‘Ž, we fixโ„Ž๐‘ = 0. It follows then

โ„Ž๐‘— โˆ’โ„Ž๐‘ =โ„Ž๐‘—

for every node๐‘— โˆˆ ๐’ฉ๐‘ , which means that the value ofโ„Ž๐‘—is the head difference between node๐‘— and node๐‘ .

Consider a semi-passive subnetwork in the entire water supply network again. To operate the water supply network means to find a feasible configuration of pumps and valves. However, the semi-passive subnetwork does not contain any pump and valve which we can control. From the natural point of view, if the network operates with๐‘„๐‘ =๐‘„0๐‘  for a constant๐‘„0๐‘  โˆˆR, there has to be a unique solution for CNS(๐บ๐‘ ). We verify this mathematically with the following theorem.

Theorem 4.4 (Unique Solvability of CNS(๐บ๐‘ ))

For a given semi-passive subnetwork๐บ๐‘ and any constant๐‘„0๐‘  โˆˆR, CNS(๐บ๐‘ ) has a unique solution with๐‘„๐‘  =๐‘„0๐‘ . Furthermore, for every node๐‘—there exists a continuous, decreasing or constant function

๐‘“๐‘— :Rโ†’Rwithโ„Ž๐‘— =๐‘“๐‘—(๐‘„๐‘ )

s i j t i' j'

Figure 4.2:A semi-passive subnetwork in tree structure

which maps the inflow๐‘„๐‘ into node๐‘ from the remaining graph to the headโ„Ž๐‘— at node๐‘—; for every arc๐‘Žthere exists a continuous function

๐‘”๐‘Ž:Rโ†’Rwith๐‘„๐‘Ž=๐‘”๐‘Ž(๐‘„๐‘ )

which maps the inflow๐‘„๐‘ into node๐‘ from the remaining graph to the flow๐‘„๐‘Žthrough pipe๐‘Ž. The function๐‘”๐‘Žis either constant or monotonic. To be increasing or decreasing depends on the definition of the direction for positive flow.

Proof. Let๐บ๐‘ be the given semi-passive subnetwork with๐‘š:=|๐’œ๐‘ |, ๐‘›:=|๐’ฉ๐‘ |. Since๐บ๐‘ is connected we have๐‘šโ‰ฅ๐‘›โˆ’1which is equivalent to๐‘šโˆ’๐‘›+ 1โ‰ฅ0. Define๐‘ฅ:=๐‘šโˆ’๐‘›+ 1 then we have๐‘ฅโˆˆN0, ๐‘ฅโ‰ฅ0. Note that for connected graph,๐‘ฅdenotes the number of cycles.

Now we want to prove that all semi-passive subnetworks with๐‘šโˆ’๐‘›+ 1 =๐‘ฅ= 0,1,2, . . . possess the properties with mathematical induction over๐‘ฅ.

The first step is to prove the theorem is true for the case๐‘ฅ= 0. Consider the subnetworks with ๐‘šโˆ’๐‘›+ 1 =๐‘ฅ= 0, i.e.,๐‘š=๐‘›โˆ’1. In this case the graph is a tree, see e.g., Figure 4.2. For every arc๐‘Žโˆˆ ๐’œ๐‘ , removing๐‘Žyields two disjoint connected graphs: the left graph๐บ๐‘™๐‘Ž= (๐’ฉ๐‘Ž๐‘™,๐’œ๐‘™๐‘Ž) with๐‘ โˆˆ ๐’ฉ๐‘Ž๐‘™and the right graph๐บ๐‘Ÿ๐‘Ž = (๐’ฉ๐‘Ž๐‘Ÿ,๐’œ๐‘Ÿ๐‘Ž). For every arc๐‘Ž, we discuss first how the value of๐‘„๐‘Ždepends on๐‘„๐‘ . Since the graph has a tree structure, this is a unique path from๐‘ to ๐‘ก. For every arc๐‘Žin this graph there are two cases:

โ€ข Arc๐‘Žis not on the path from๐‘ to๐‘ก, see e.g., arc๐‘Ž=๐‘–โ€ฒ๐‘—โ€ฒin Figure 4.2. Due to flow balance, the flow on arc๐‘Ž, i.e., from๐‘–โ€ฒto๐‘—โ€ฒ has to be equal to the total demand of all nodes of๐บ๐‘Ÿ๐‘Ž. It follows that

๐‘„๐‘Ž= โˆ‘๏ธ

๐‘›โˆˆ๐’ฉ๐‘Ž๐‘Ÿ

๐ท๐‘›=:๐ท๐‘Ž๐‘Ÿ. Flow๐‘„๐‘Žis a constant since๐ท๐‘Ž๐‘Ÿis a constant.

โ€ข Arc๐‘Žis an arc on the path from๐‘ to๐‘ก, see e.g., arc๐‘Ž=๐‘–๐‘—in Figure 4.2. The left graph๐บ๐‘™๐‘Ž has inflow๐‘„๐‘ and total demand๐ท๐‘Ž๐‘™ :=โˆ‘๏ธ€๐‘›โˆˆ๐’ฉ๐‘™

๐‘Ž๐ท๐‘›, the remaining flow from๐บ๐‘™๐‘Žwhich flows from๐‘–to๐‘—is then

๐‘„๐‘Ž=๐‘„๐‘ โˆ’๐ท๐‘Ž๐‘™.

4.2 Model

Note that we may define the flow direction from๐‘—to๐‘–to be the positive direction, then we would have

๐‘„๐‘Ž=โˆ’(๐‘„๐‘ โˆ’๐ท๐‘Ž๐‘™).

Obviously, for both cases there exists a function๐‘”๐‘Žfor every arc๐‘Žwhich fulfills the correspond-ing properties.

Now we discuss how the value ofโ„Ž๐‘— depends on๐‘„๐‘ . For every node๐‘—โˆˆ ๐’ฉ, there is a unique path from๐‘ to๐‘—since๐บ๐‘ is a tree. Let the path be๐‘›0, ๐‘›1, . . . , ๐‘›๐‘with๐‘›0 = ๐‘ ,๐‘›๐‘ = ๐‘—and ๐‘โˆˆN. The arcs on the path are๐‘Ž๐‘Ÿ = (๐‘›๐‘Ÿโˆ’1, ๐‘›๐‘Ÿ)for all๐‘Ÿโˆˆ {1, . . . , ๐‘}. Moreover, we can split the set๐‘† :={1, . . . , ๐‘}into two sets๐‘†1and๐‘†2so that๐‘†1โˆช๐‘†2 =๐‘†and๐‘†1โˆฉ๐‘†2=โˆ…and for every๐‘Ÿ โˆˆ๐‘†1it holds๐‘กโˆˆ๐บ๐‘™๐‘Ž๐‘Ÿ and for every๐‘Ÿ โˆˆ๐‘†2it holds๐‘กโˆˆ๐บ๐‘Ÿ๐‘Ž๐‘Ÿ. The function๐‘“๐‘— can be represented as

โ„Ž๐‘— =โ„Ž๐‘—โˆ’0 =โˆ’(โ„Ž๐‘ โˆ’โ„Ž๐‘—)

=โˆ’(๏ธ€(โ„Ž๐‘ โˆ’โ„Ž๐‘›1) + (โ„Ž๐‘›1 โˆ’โ„Ž๐‘›2) +. . .+ (โ„Ž๐‘›๐‘โˆ’1 โˆ’โ„Ž๐‘—))๏ธ€

=โˆ’

๐‘

โˆ‘๏ธ

๐‘Ÿ=1

๐œ†๐‘Ž๐‘Ÿsgn(๐‘„๐‘Ž๐‘Ÿ)๐‘„2๐‘Ž๐‘Ÿ

=โˆ’(โˆ‘๏ธ

๐‘Ÿโˆˆ๐‘†1

๐œ†๐‘Ž๐‘Ÿsgn(๐ท๐‘Ž๐‘Ÿ๐‘Ÿ)(๐ท๐‘Ž๐‘Ÿ๐‘Ÿ)2

โŸ โž

constant

+ โˆ‘๏ธ

๐‘Ÿโˆˆ๐‘†2

๐œ†๐‘Ž๐‘Ÿsgn(๐‘„๐‘ โˆ’๐ท๐‘™๐‘Ž๐‘Ÿ)(๐‘„๐‘ โˆ’๐ท๐‘™๐‘Ž๐‘Ÿ)2

โŸ โž

increasing function of๐‘„๐‘ 

)

=:๐‘“๐‘—(๐‘„๐‘ ).

Note that๐‘“๐‘—is a decreasing function if๐‘†2 ฬธ=โˆ…or a constant function otherwise.

Setting๐‘„๐‘  = ๐‘„0๐‘  yields the unique solution of CNS(๐บ๐‘ ). Until now we proved that the theorem is true for๐‘ฅ=๐‘šโˆ’๐‘›+ 1 = 0, i.e., for all graphs with๐‘š=๐‘›โˆ’1. Suppose that the theorem is true for all graphs with๐‘ฅ=๐‘˜, i.e.,๐‘š=๐‘›โˆ’1 +๐‘˜, ๐‘˜โˆˆN0. We need only to prove that the theorem is also true for all graphs with๐‘ฅ=๐‘˜+ 1, i.e.,๐‘š= (๐‘›โˆ’1 +๐‘˜) + 1 =๐‘›+๐‘˜.

Let๐บ๐‘ be a semi-passive subnetwork of type๐‘š=๐‘›+๐‘˜, then๐บ๐‘ contains at least one circle since connected networks are circle-free if and only if๐‘š=๐‘›โˆ’1.

In general,๐‘ does not have to be contained in a cycle, see e.g., Figure 4.4. All neighboring arcs(๐‘ , ๐‘ ๐‘Ÿ)to๐‘ are not contained in a circle, for๐‘Ÿ = 1, . . . , ๐‘›๐‘,๐‘›๐‘is a constant with๐‘›๐‘โ‰ฅ1. Consider all possible paths from๐‘ to๐‘ก. All of these contain exactly one of the arcs(๐‘ , ๐‘ ๐‘Ÿ)for ๐‘Ÿ = 1, . . . , ๐‘›๐‘. Without loss of generality, (๐‘ , ๐‘ 1)is contained in path(s) from๐‘ to๐‘ก. Since every(๐‘ , ๐‘ ๐‘Ÿ)is not contained in a cycle, the flow๐‘„(๐‘ ,๐‘ ๐‘Ÿ)can be calculated to be a fixed value as we have shown during proving the case of๐‘ฅ= 0. For any๐‘Ÿฬธ= 1, removing(๐‘ , ๐‘ ๐‘Ÿ)leads to two subgraphs. The subgraphs which contains node๐‘ ๐‘Ÿcontains neither๐‘ nor๐‘ก. All flow and head variables can be solved trivially. After we remove all arcs(๐‘ , ๐‘ ๐‘Ÿ)with๐‘Ÿ ฬธ= 1, node๐‘ is connected only to(๐‘ , ๐‘ 1). Now we remove arc(๐‘ , ๐‘ 1)and set๐‘ 1to be the new inflow note with ๐‘„๐‘ 1 =๐‘„๐‘ โˆ’๐‘„(๐‘ ,๐‘ 1)so that we generate an equivalent new CNS problem. Note that we moved the inflow node from๐‘ to๐‘ 1. After doing the procedure above recursively, we will move inflow note to a note which is contained in a cycle.

s s1

q

(a) A network with circles

s s1

qs - q q

(b) Remove an arc to reduce a circle Figure 4.3:Semi-passive subnetworks

Now we need only to discuss the case that ๐‘ is contained in a cycle. See an example in Figure 4.3a, from๐‘ there is an arc๐‘Ž= (๐‘ , ๐‘ 1)contained in a circle.

For any given network๐บ๐‘ as shown in Figure 4.3a, we construct an auxiliary network๐บ๐‘œ๐‘ as shown in Figure 4.3b by

โ€ข removing arc(๐‘ , ๐‘ 1),

โ€ข setting the demand of (the original)๐‘กfor๐บ๐‘ in๐บ๐‘œ๐‘ to be๐ทโˆ’๐‘„๐‘ with total demand๐ท,

โ€ข setting๐‘ for๐บ๐‘ as๐‘ for๐บ๐‘œ๐‘ with inflow๐‘„๐‘ โˆ’๐‘žby introducing new variable๐‘žwith๐‘žโˆˆR and setting๐‘ 1 as๐‘กfor๐บ๐‘œ๐‘ with inflow๐‘ž.

Note that๐บ๐‘œ๐‘ is still connected since(๐‘ , ๐‘ 1)is contained in a circle. For any given๐‘„๐‘  โˆˆR (inflow of๐‘ in๐บ),๐บ๐‘œ๐‘ is a semi-passive subnetwork of type๐‘š=๐‘›+๐‘˜โˆ’1with inflow๐‘„๐‘ โˆ’๐‘ž. With the induction hypothesis, for the headโ„Ž๐‘œ๐‘ 1 at๐‘ 1in๐บ๐‘œ๐‘  there exists a function๐‘“๐‘ ๐‘œ1 with โ„Ž๐‘œ๐‘ 1 =๐‘“๐‘ ๐‘œ1(๐‘„๐‘ โˆ’๐‘ž)which is a continuous, decreasing or constant function. With๐‘Ž= (๐‘ , ๐‘ 1)in ๐บ, let๐‘๐‘Žbe the pressure loss function of pipe๐‘Žin๐บ, then we haveโ„Ž๐‘ 1 =โˆ’๐‘๐‘Ž(๐‘„๐‘Ž). For๐‘žโˆˆR a given constant, let๐‘„๐‘ โˆ’๐‘žbe the inflow into๐‘ for๐บ๐‘œ๐‘ . The unique solution of CNS(๐บ๐‘œ๐‘ ) is equivalent to a solution of CNS(๐บ๐‘ ) if and only if

โ„Ž๐‘œ๐‘ 1 =๐‘“๐‘ ๐‘œ1(๐‘„๐‘ โˆ’๐‘ž) =โˆ’๐‘๐‘Ž(๐‘ž) =โ„Ž๐‘ 1 and๐‘„๐‘Ž=๐‘ž.

For a given๐‘„๐‘ the value of๐‘žsatisfies

๐น(๐‘ž) :=๐‘“๐‘ ๐‘œ1(๐‘„๐‘ โˆ’๐‘ž) +๐‘๐‘Ž(๐‘ž) = 0.

Since๐‘“๐‘ ๐‘œ1is a continuous, constant or decreasing function, then for a fixed given๐‘„๐‘ ,๐‘“๐‘ ๐‘œ1(๐‘„๐‘ โˆ’๐‘ž) is then a continuous, constant or increasing function of๐‘ž. Together with๐‘๐‘Žwhich is a continuous,

4.2 Model

s

t s2

s1

s3

Figure 4.4:No neighboring arcs of๐‘ contained in a circle

strictly increasing function, then๐น is a continuous, strictly increasing function of๐‘ž. Because of lim๐‘žโ†’โˆž๐น(๐‘ž) =โˆžandlim๐‘žโ†’โˆ’โˆž๐น(๐‘ž) =โˆ’โˆž,๐น(๐‘ž) = 0has one and only one solution. Note that๐น has an inverse function๐นโˆ’1which is also a continuous and increasing function. We now set๐‘ž:=๐นโˆ’1(0), the unique solution of CNS(๐บ๐‘œ๐‘ ) with inflow๐‘„๐‘ โˆ’๐‘žand๐‘„๐‘Ž=๐‘žis the unique solution of CNS(๐บ๐‘ ) with inflow๐‘„๐‘ .

Consider the function๐น again. Since๐‘“๐‘ ๐‘œ1 and๐‘๐‘Žboth have inverse functions, there exists a function๐‘“ยฏsuch that

๐‘„๐‘ = (๐‘“๐‘ ๐‘œ1)โˆ’1(โˆ’๐‘๐‘Ž(๐‘ž)) +๐‘ž =: ยฏ๐‘“(๐‘ž),

where๐‘“ยฏis a continuous, increasing function that maps๐‘žto๐‘„๐‘ and has the inverse function ๐‘“ยฏโˆ’1. For๐‘žwith๐น(๐‘ž) = 0it follows

๐‘„๐‘ โˆ’๐‘ž = (๐‘“๐‘ ๐‘œ1)โˆ’1(โˆ’๐‘๐‘Ž( ยฏ๐‘“โˆ’1(๐‘„๐‘ ))) =: หœ๐‘“(๐‘„๐‘ ).

Function๐‘“หœis then a continuous, increasing function that maps๐‘„๐‘ to๐‘„๐‘ โˆ’๐‘ž.

From our induction hypothesis, for every node๐‘—in๐บ๐‘œ๐‘ there exists๐‘“๐‘—๐‘œthat maps๐‘„๐‘ โˆ’๐‘žtoโ„Ž๐‘—, then๐‘“๐‘— :=๐‘“๐‘—๐‘œโˆ˜๐‘“หœmaps๐‘„๐‘ toโ„Ž๐‘— which is continuous, decreasing or constant. Analogously, for every arc๐‘Žin๐บ๐‘œ๐‘ there exists๐‘”๐‘Ž๐‘œthat maps๐‘„๐‘ โˆ’๐‘žto๐‘„๐‘Žwhich is continuous, either constant or monotonic. Then the function๐‘”๐‘Ž:=๐‘”๐‘Ž๐‘œโˆ˜๐‘“หœhas the same property as๐‘”๐‘œ๐‘Ž.

For the arc๐‘Ž= (๐‘ , ๐‘ 1)which is not contained in๐บ๐‘œ๐‘ , the function๐‘“ยฏโˆ’1which maps๐‘„๐‘ to๐‘„๐‘Ž

is continuous, increasing. Again, setting๐‘„๐‘ =๐‘„0๐‘ yields the unique solution. 2 Until now we know that for a given semi-passive subnetwork๐บ๐‘ with๐‘„๐‘ =๐‘„0๐‘  โˆˆRand โ„Ž๐‘ =๐ป๐‘ โˆˆR, where๐‘„๐‘ and๐ป๐‘ are constants, we can solve CNS(๐บ๐‘ ) first and then add๐ป๐‘ to โ„Ž๐‘—for all nodes๐‘—to get the unique potential solution. The potential solution is a solution for the subnetwork if it fulfills all constraints (4.2). Otherwise there exists no solution. Note that increasing๐ป๐‘ may turn a violated potential solution into a solution, when๐‘„๐‘ is fixed. Only with appropriate flow at the inflow node๐บ๐‘ we will have at most one solution, this is why we called๐บ๐‘ a semi-passive network.

Assume that all functions๐‘“๐‘— and๐‘”๐‘Žin Theorem 4.4 are known for a semi-passive network๐บ๐‘ . All constraints ((2.1), (2.7), (4.1), (4.2)) related to๐บ๐‘ in the entire MINLP can be replaced by

โ„Ž๐‘ +๐‘“๐‘—(๐‘„๐‘ )

โŸ โž

=โ„Ž๐‘—

>๐ป๐‘—0 (4.3)

for all junctions๐‘—in๐บ๐‘ , the single constraint for the flow

๐‘„๐‘ +๐‘„๐‘ก=๐ท. (4.4)

and the single constraint for the head

โ„Ž๐‘ โˆ’โ„Ž๐‘ก+๐‘“๐‘ก(๐‘„๐‘ ) = 0. (4.5)

Note that there are only three variables๐‘„๐‘ , ๐‘„๐‘กandโ„Ž๐‘ in ((4.3), (4.4), (4.5)) which also appear in the constraints related to the remaining graph. To solve the MINLP, we do not have to know the value of๐‘„๐‘Žfor all arcs๐‘Žin๐บ๐‘ if there are no other constraints on these variables.

Detection of redundant constraints In the entire MINLP every variable is bounded. Let [๐‘„min๐‘  , ๐‘„max๐‘  ]be the domain of๐‘„๐‘ . For every node๐‘—,๐‘“๐‘—is a continuous, decreasing or constant function. Hence it follows that

๐‘“๐‘—(๐‘„max๐‘  )โ‰ค๐‘“๐‘—(๐‘„๐‘ )โ‰ค๐‘“๐‘—(๐‘„min๐‘  ).

Note that๐‘“๐‘—(๐‘„max๐‘  )and๐‘“๐‘—(๐‘„min๐‘  )are constants which can be obtained by solving CNS(๐บ๐‘ ) with๐‘„๐‘ =๐‘„max๐‘  or๐‘„๐‘ =๐‘„min๐‘  . The fulfillment of constraint (4.5) implies a lower bound ofโ„Ž๐‘  by

โ„Ž๐‘ =โ„Ž๐‘กโˆ’๐‘“๐‘ก(๐‘„๐‘ )

โ‰ฅโ„Ž๐‘กโˆ’๐‘“๐‘ก(๐‘„min๐‘  )

โ‰ฅ๐ป๐‘ก0โˆ’๐‘“๐‘ก(๐‘„min๐‘  ).

Withโ„Ž๐‘ โ‰ฅ๐ป๐‘ 0, the constantmax{๐ป๐‘ 0, ๐ป๐‘ก0โˆ’๐‘“๐‘ก(๐‘„min๐‘  )}is a lower bound ofโ„Ž๐‘ . With this, for every node๐‘—โˆˆ ๐’ฉ\{๐‘ , ๐‘ก}, a lower bound ofโ„Ž๐‘—can be found by

โ„Ž๐‘— =โ„Ž๐‘ +๐‘“๐‘—(๐‘„๐‘ )โ‰ฅโ„Ž๐‘ +๐‘“๐‘—(๐‘„max๐‘  )โ‰ฅmax{๐ป๐‘ 0, ๐ป๐‘ก0โˆ’๐‘“๐‘ก(๐‘„min๐‘  )}+๐‘“๐‘—(๐‘„max๐‘  )

โŸ โž

=: ยฏ๐ป๐‘—

.

As๐ปยฏ๐‘— is a constant, we can compare it with๐ป๐‘—0. It is clear that for every node๐‘— โˆˆ ๐’ฉ๐‘ \{๐‘ , ๐‘ก}, the constraint

โ„Ž๐‘ +๐‘“๐‘—(๐‘„๐‘ )

โŸ โž

=โ„Ž๐‘—

>๐ป๐‘—0 of type (4.3) is redundant if

๐ปยฏ๐‘— โ‰ฅ๐ป๐‘—0.