On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed 0–1 problems under uncertainty

Top ◽  
2015 ◽  
Vol 23 (3) ◽  
pp. 703-742 ◽  
Author(s):  
Unai Aldasoro ◽  
Laureano F. Escudero ◽  
María Merino ◽  
Juan F. Monge ◽  
Gloria Pérez
Energies ◽  
2021 ◽  
Vol 14 (3) ◽  
pp. 625
Author(s):  
Xinyu Wu ◽  
Rui Guo ◽  
Xilong Cheng ◽  
Chuntian Cheng

Simulation-optimization methods are often used to derive operation rules for large-scale hydropower reservoir systems. The solution of the simulation-optimization models is complex and time-consuming, for many interconnected variables need to be optimized, and the objective functions need to be computed through simulation in many periods. Since global solutions are seldom obtained, the initial solutions are important to the solution quality. In this paper, a two-stage method is proposed to derive operation rules for large-scale hydropower systems. In the first stage, the optimal operation model is simplified and solved using sampling stochastic dynamic programming (SSDP). In the second stage, the optimal operation model is solved by using a genetic algorithm, taking the SSDP solution as an individual in the initial population. The proposed method is applied to a hydropower system in Southwest China, composed of cascaded reservoir systems of Hongshui River, Lancang River, and Wu River. The numerical result shows that the two-stage method can significantly improve the solution in an acceptable solution time.


2020 ◽  
Vol 34 (11) ◽  
pp. 3427-3444 ◽  
Author(s):  
Yufei Ma ◽  
Ping-an Zhong ◽  
Bin Xu ◽  
Feilin Zhu ◽  
Yao Xiao ◽  
...  

2009 ◽  
Vol 43 (2) ◽  
pp. 178-197 ◽  
Author(s):  
Hugo P. Simão ◽  
Jeff Day ◽  
Abraham P. George ◽  
Ted Gifford ◽  
John Nienow ◽  
...  

2021 ◽  
Author(s):  
Linn Schäffer ◽  
Arild Helseth ◽  
Magnus Korpås

<div>We present a medium-term hydropower scheduling model that includes state-dependent environmental constraints on maximum discharge. A stochastic dynamic programming algorithm is used to enable modelling of nonconvex relationships in the problem formulation. The model is applied in a case study of a Norwegian hydropower system with multiple reservoirs. We find that the maximum discharge constraint significantly impacts the water values and simulated operation of the hydropower system. A main finding is that the nonconvex characteristics of the environmental constraint is reflected in the water values, implying a nonconvex objective function. Operation according to the computed water values is simulated for cases with and without the environmental constraint. Even though operation of the system changes considerably when the environmental constraint is included, the total electricity generation over the year is kept constant, and the total loss in expected profit limited to less than 0.8%.</div>


2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Wei Ding ◽  
Yu Zhou ◽  
Guangting Chen ◽  
Hongfa Wang ◽  
Guangming Wang

This paper extends the well-known most reliable source (1-MRS) problem in unreliable graphs to the 2-most reliable source (2-MRS) problem. Two kinds of reachable probability models of node pair in unreliable graphs are considered, that is, the superior probability and united probability. The 2-MRS problem aims to find a node pair in the graph from which the expected number of reachable nodes or the minimum reachability is maximized. It has many important applications in large-scale unreliable computer or communication networks. The #P-hardness of the 2-MRS problem in general graphs follows directly from that of the 1-MRS problem. This paper deals with four models of the 2-MRS problem in unreliable trees where every edge has an independent working probability and devises a cubic-time and quadratic-space dynamic programming algorithm, respectively, for each model.


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