A subgradient-based optimization for reservoirs system management

Abstract The problem of determining the optimal operating policy for a system of reservoirs equipped with hydroelectric power plants is a nonlinear programming problem. In general, practitioners have found it hard to solve even a problem for a system with a small number of planning periods and hydroelectric plants using current nonlinear programming techniques. This is due, in large measure, to complex nonlinearities of the power generating functions and a large number of linear equality constraints involved in the model. Furthermore, most reservoirs systems in arid regions have periods of low water level which often results in an empty feasible region adding considerable difficulties to the operational feasibilities of the solutions. In this paper, we provide a general formulation of the water resource allocation problem with explicit engineering details generally omitted or oversimplified in the published literature, and investigate several solution procedures for their applicabilities, and we develop an efficient algorithmic framework exploiting the general water resource system special network structure to solve the linear equality constraints. Practical feasibility of this approach is demonstrated in several applications with a real water resource system.

[1]  E. Lee,et al.  APPLYING GRADIENT PROJECTION AND CONJUGATE GRADIENT TO THE OPTIMUM OPERATION OF RESERVOIRS1 , 1970 .

[2]  E. Earl Whitlatch,et al.  Comparison of reservoir linear operation rules using linear and dynamic programming , 1987 .

[3]  C. M. Reeves,et al.  Function minimization by conjugate gradients , 1964, Comput. J..

[4]  M. Karamouz,et al.  Annual and monthly reservoir operating rules generated by deterministic optimization , 1982 .

[5]  I. J. Nagrath,et al.  Optimal scheduling of hydrothermal systems , 1972 .

[6]  T. Austin UTILIZATION OF MODELS IN WATER RESOURCES , 1986 .

[7]  C. Alaouze THE OPTIMALITY OF CAPACITY SHARING IN STOCHASTIC DYNAMIC PROGRAMMING PROBLEMS OF SHARED RESERVOIR OPERATION , 1991 .

[8]  William W.-G. Yeh,et al.  Reservoir Management and Operations Models: A State‐of‐the‐Art Review , 1985 .

[9]  Donald J. Rose,et al.  An algorithm for solving a special class of tridiagonal systems of linear equations , 1969, CACM.

[10]  Daniel P. Loucks,et al.  An evaluation of some linear decision rules in chance‐Constrained models for reservoir planning and operation , 1975 .

[11]  M. Hossein Sabet,et al.  Models for Water and Power Scheduling for the California State Water Project , 1986 .

[12]  Z. Schweig,et al.  Optimal Control of Linked Reservoirs , 1968 .

[13]  Jr. A. Thomas,et al.  14. Mathematical Models: A Stochastic Sequential Approach , 1962 .

[14]  Nathan Buras Scientific allocation of water resources , 1971 .

[15]  M. Karamouz,et al.  COMPARISON OF STOCHASTIC AND DETERMINISTIC DYNAMIC PROGRAMMING FOR RESERVOIR OPERATING RULE GENERATION1 , 1987 .

[16]  P. Wolfe On the convergence of gradient methods under constraint , 1972 .

[17]  David K. Smith,et al.  Mathematical Programming: Theory and Algorithms , 1986 .

[18]  M. Pereira,et al.  Stochastic Optimization of a Multireservoir Hydroelectric System: A Decomposition Approach , 1985 .

[19]  Michael A. Collins Implementation of AN Optimization Model for Operation of a Metropolitan Reservoir System , 1977 .

[20]  S Yakowitz,et al.  DYNAMIC PROGRAMMING APPLICATION IN WATER RESOURCES , 1982 .

[21]  O. Axelsson,et al.  On the rate of convergence of the preconditioned conjugate gradient method , 1986 .

[22]  José Mario Martínez,et al.  A Numerically stable reduced-gradient type algorithm for solving large-scale linearly constrained minimization problems , 1991, Comput. Oper. Res..

[23]  William S. Butcher,et al.  STOCHASTIC DYNAMIC PROGRAMMING FOR OPTIMUM RESERVOIR OPERATION1 , 1971 .

[24]  Hanif D. Sherali,et al.  Linear Programming and Network Flows , 1977 .

[25]  Daniel P. Loucks,et al.  Interactive Water Resources Modeling and Model Use: An Overview , 1985 .

[26]  Mordecai Avriel,et al.  Nonlinear programming , 1976 .

[27]  O. Axelsson,et al.  On the eigenvalue distribution of a class of preconditioning methods , 1986 .

[28]  S. Yakowitz Dynamic programming applications in water resources , 1982 .

[29]  Ana Friedlander,et al.  Optimization with staircase structure: An application to generation scheduling , 1990, Comput. Oper. Res..

[30]  M. S. Bazaraa,et al.  Nonlinear Programming , 1979 .

[31]  M. Bazaraa,et al.  A survey of various tactics for generating Lagrangian multipliers in the context of Lagrangian duality , 1979 .

[32]  Michael A. Saunders,et al.  Large-scale linearly constrained optimization , 1978, Math. Program..